+29.9%
ALL vs FSLY
+41.0%
-11.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | 0.0% | +11.8% | -11.8% | +0.2% |
| 30D | +12.8% | -36.5% | +49.4% | +12.2% |
| 3M | +4.7% | -39.7% | +44.4% | +4.2% |
| 6M | +24.9% | -9.7% | +34.6% | +24.6% |
| YTD | +30.0% | +68.9% | -38.9% | +30.7% |
| 1Y | +29.9% | +44.5% | -14.5% | +31.5% |
| All | +29.9% | +41.0% | -11.1% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling