+208.1%
C vs FSLY
-9.9%
+218.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.4% |
| 7D | -2.4% | -31.4% | +29.0% | -0.8% |
| 30D | -6.0% | -37.3% | +31.3% | -4.2% |
| 3M | -10.5% | -30.1% | +19.6% | -9.7% |
| 6M | -5.7% | -49.8% | +44.1% | -4.0% |
| YTD | +4.1% | +55.7% | -51.6% | -1.6% |
| 1Y | +20.5% | +44.5% | -24.0% | +14.5% |
| 3Y | +208.1% | -4.3% | +212.5% | +171.7% |
| All | +208.1% | -9.9% | +218.0% | +171.7% |
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