+6.8%
B vs FSLY
+41.6%
-34.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -1.5% |
| 7D | -2.7% | -17.9% | +15.3% | -2.8% |
| 30D | -4.3% | -34.7% | +30.4% | -4.7% |
| 3M | -2.3% | -40.0% | +37.7% | -2.7% |
| 6M | -16.2% | -11.8% | -4.4% | -16.2% |
| YTD | -8.8% | +69.5% | -78.4% | -4.5% |
| All | +6.8% | +41.6% | -34.8% | +13.6% |
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 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