+215.6%
ALL vs FSLY
-25.7%
+241.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.9% | -22.4% | +18.6% | -3.4% |
| 30D | +10.6% | -45.5% | +56.1% | +12.0% |
| 3M | -4.6% | -30.4% | +25.8% | -4.3% |
| 6M | +20.2% | -22.1% | +42.3% | +19.9% |
| YTD | +23.7% | +57.0% | -33.3% | +18.8% |
| 1Y | +27.9% | +38.2% | -10.3% | +23.3% |
| 3Y | +109.2% | -2.5% | +111.7% | +99.8% |
| 5Y | +148.0% | -68.8% | +216.8% | +140.3% |
| All | +215.6% | -25.7% | +241.3% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling