+216.1%
C vs FSLY
+6.0%
+210.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +4.7% | +11.8% | -7.0% | +4.1% |
| 30D | +0.2% | -36.5% | +36.7% | +2.1% |
| 3M | -9.3% | -39.7% | +30.4% | -7.8% |
| 6M | -0.8% | -9.7% | +8.8% | -1.3% |
| YTD | +8.5% | +68.9% | -60.3% | +2.1% |
| 1Y | +23.1% | +44.5% | -21.4% | +17.5% |
| All | +216.1% | +6.0% | +210.1% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling