+107.5%
ALL vs FSLY
-9.9%
+117.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.5% | -4.5% |
| 7D | -1.9% | -31.4% | +29.5% | -2.0% |
| 30D | +13.8% | -37.3% | +51.1% | +13.7% |
| 3M | -7.0% | -30.1% | +23.1% | -7.1% |
| 6M | +18.0% | -49.8% | +67.8% | +18.1% |
| YTD | +24.2% | +55.7% | -31.5% | +22.3% |
| 1Y | +31.2% | +44.5% | -13.3% | +29.3% |
| 3Y | +107.5% | -4.3% | +111.9% | +104.6% |
| All | +107.5% | -9.9% | +117.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling