+145.9%
C vs FSLY
-19.7%
+165.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.1% |
| 7D | -0.4% | -17.9% | +17.5% | +0.9% |
| 30D | -5.3% | -34.7% | +29.4% | -2.6% |
| 3M | -8.0% | -40.0% | +32.0% | -5.3% |
| 6M | -0.3% | -11.8% | +11.6% | -1.1% |
| YTD | +8.6% | +69.5% | -60.9% | -2.6% |
| 1Y | +25.8% | +44.0% | -18.1% | +14.5% |
| 3Y | +221.2% | +5.2% | +215.9% | +184.0% |
| 5Y | +113.6% | -65.6% | +179.1% | +94.3% |
| All | +145.9% | -19.7% | +165.6% | +57.4% |
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