+337.0%
B vs FSLY
+5.6%
+331.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.9% |
| 7D | +1.0% | +11.2% | -10.1% | +0.7% |
| 30D | +9.5% | -18.2% | +27.7% | +10.0% |
| 3M | +14.3% | +21.9% | -7.6% | +13.2% |
| 6M | -1.9% | +4.0% | -5.9% | -3.3% |
| YTD | +4.1% | +123.1% | -119.0% | -1.0% |
| 1Y | +56.1% | +196.9% | -140.7% | +46.1% |
| 3Y | +202.0% | -1.3% | +203.3% | +188.7% |
| 5Y | +158.8% | -50.2% | +209.0% | +147.5% |
| All | +337.0% | +5.6% | +331.4% | +282.0% |
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