+302.0%
COST vs FSLY
+7.7%
+294.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -1.2% | +12.5% | -13.7% | -1.8% |
| 30D | -4.7% | -18.8% | +14.1% | -3.9% |
| 3M | -7.1% | +22.7% | -29.8% | -8.5% |
| 6M | -8.5% | -3.7% | -4.8% | -10.1% |
| YTD | +5.4% | +127.5% | -122.1% | -2.6% |
| 1Y | -5.6% | +193.5% | -199.2% | -14.7% |
| 3Y | +68.5% | -1.3% | +69.8% | +58.2% |
| 5Y | +105.2% | -47.3% | +152.6% | +88.6% |
| All | +302.0% | +7.7% | +294.3% | +215.8% |
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