+19.4%
D vs FSLY
+5.6%
+13.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -1.8% |
| 7D | -0.4% | +11.2% | -11.6% | -0.7% |
| 30D | -2.1% | -18.2% | +16.1% | -1.7% |
| 3M | -0.7% | +21.9% | -22.6% | -1.4% |
| 6M | +5.6% | +4.0% | +1.5% | +4.5% |
| YTD | +14.6% | +123.1% | -108.5% | +10.3% |
| 1Y | +15.3% | +196.9% | -181.5% | +9.8% |
| 3Y | +59.1% | -1.3% | +60.4% | +53.7% |
| 5Y | +3.9% | -50.2% | +54.1% | +0.6% |
| All | +19.4% | +5.6% | +13.8% | -7.8% |
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