+169.2%
C vs FSLY
0.0%
+169.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.1% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | +1.3% | -6.4% | +7.7% | +1.4% |
| 3M | +3.1% | +10.9% | -7.8% | +1.6% |
| 6M | +29.6% | +6.7% | +22.9% | +25.2% |
| YTD | +19.0% | +111.1% | -92.1% | +5.9% |
| 1Y | +45.6% | +185.8% | -140.1% | +24.3% |
| 3Y | +269.3% | -6.6% | +275.8% | +234.2% |
| 5Y | +131.6% | -52.4% | +184.0% | +106.9% |
| All | +169.2% | 0.0% | +169.3% | +71.1% |
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