+23.0%
C vs FSLY
+38.2%
-15.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -0.4% | -22.9% | +22.6% | -0.1% |
| 30D | -5.2% | -44.6% | +39.4% | -4.8% |
| 3M | -9.1% | -41.5% | +32.4% | -8.8% |
| 6M | -1.6% | -20.8% | +19.2% | -1.1% |
| YTD | +6.9% | +59.5% | -52.6% | +13.9% |
| 1Y | +23.0% | +36.1% | -13.2% | +33.3% |
| All | +23.0% | +38.2% | -15.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling