+153.8%
B vs FSLY
-54.2%
+208.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.8% | -1.5% |
| 7D | +2.3% | +3.5% | -1.1% | +2.3% |
| 30D | +1.4% | -6.4% | +7.8% | +1.3% |
| 3M | +12.2% | +10.9% | +1.3% | +11.7% |
| 6M | -2.1% | +6.7% | -8.8% | -3.1% |
| YTD | +2.9% | +111.1% | -108.2% | +0.3% |
| 1Y | +55.3% | +185.8% | -130.5% | +49.5% |
| 3Y | +198.7% | -6.6% | +205.3% | +189.1% |
| 5Y | +153.8% | -52.4% | +206.2% | +127.5% |
| All | +153.8% | -54.2% | +208.0% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling