+222.8%
ALL vs FSLY
-4.2%
+227.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | 0.0% | -10.6% | +10.7% | +0.3% |
| 30D | -1.5% | -20.9% | +19.4% | -1.0% |
| 3M | +23.6% | +3.4% | +20.2% | +23.1% |
| 6M | +22.3% | +2.7% | +19.6% | +20.8% |
| YTD | +26.5% | +102.3% | -75.7% | +21.3% |
| 1Y | +27.0% | +182.1% | -155.0% | +19.9% |
| 3Y | +149.6% | -14.6% | +164.1% | +141.5% |
| 5Y | +118.1% | -55.9% | +174.0% | +110.0% |
| All | +222.8% | -4.2% | +227.1% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling