+314.3%
B vs FSLY
-25.7%
+340.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +11.3% | -22.4% | +33.8% | +12.0% |
| 30D | +2.9% | -45.5% | +48.4% | +4.6% |
| 3M | -2.9% | -30.4% | +27.5% | -2.4% |
| 6M | -1.2% | -22.1% | +20.9% | -1.3% |
| YTD | -1.3% | +57.0% | -58.3% | -5.5% |
| 1Y | +30.4% | +38.2% | -7.8% | +25.5% |
| 3Y | +195.3% | -2.5% | +197.8% | +180.2% |
| 5Y | +146.2% | -68.8% | +215.1% | +139.3% |
| All | +314.3% | -25.7% | +340.0% | +264.6% |
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 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