+338.6%
B vs FSLY
-4.2%
+342.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -1.6% | -10.6% | +9.0% | -1.3% |
| 30D | +9.4% | -20.9% | +30.3% | +10.0% |
| 3M | +5.0% | +3.4% | +1.6% | +4.5% |
| 6M | -3.5% | +2.7% | -6.3% | -5.0% |
| YTD | +4.5% | +102.3% | -97.8% | -0.3% |
| 1Y | +67.8% | +182.1% | -114.3% | +57.2% |
| 3Y | +196.7% | -14.6% | +211.3% | +185.2% |
| 5Y | +151.9% | -55.9% | +207.8% | +142.0% |
| All | +338.6% | -4.2% | +342.8% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling