+166.1%
B vs FSLY
-9.9%
+176.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.5% |
| 7D | +9.6% | -31.4% | +41.0% | +9.9% |
| 30D | +3.5% | -37.3% | +40.8% | +3.9% |
| 3M | -1.6% | -30.1% | +28.5% | -1.5% |
| 6M | -1.7% | -49.8% | +48.1% | -1.6% |
| YTD | -5.3% | +55.7% | -61.0% | -6.6% |
| 1Y | +27.2% | +44.5% | -17.3% | +25.8% |
| 3Y | +166.1% | -4.3% | +170.5% | +146.3% |
| All | +166.1% | -9.9% | +176.0% | +146.3% |
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