+130.7%
C vs FSLY
-55.9%
+186.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +3.6% | -10.6% | +14.3% | +4.5% |
| 30D | +0.1% | -20.9% | +21.0% | +1.5% |
| 3M | +2.4% | +3.4% | -1.0% | +1.5% |
| 6M | +24.9% | +2.7% | +22.2% | +20.9% |
| YTD | +19.8% | +102.3% | -82.5% | +6.7% |
| 1Y | +44.9% | +182.1% | -137.2% | +22.3% |
| 3Y | +263.0% | -14.6% | +277.5% | +231.0% |
| All | +130.7% | -55.9% | +186.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling