+73.3%
D vs FSLY
-9.9%
+83.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.5% | -1.5% |
| 7D | +3.0% | -31.4% | +34.4% | +3.0% |
| 30D | +11.5% | -37.3% | +48.8% | +11.6% |
| 3M | +3.7% | -30.1% | +33.8% | +3.7% |
| 6M | +13.5% | -49.8% | +63.3% | +13.8% |
| YTD | +20.7% | +55.7% | -35.0% | +18.1% |
| 1Y | +18.2% | +44.5% | -26.3% | +15.8% |
| 3Y | +73.3% | -4.3% | +77.7% | +63.1% |
| All | +73.3% | -9.9% | +83.2% | +63.1% |
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