+20.8%
D vs FSLY
-4.2%
+25.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | +0.4% | -10.6% | +11.1% | +0.7% |
| 30D | -3.6% | -20.9% | +17.3% | -3.2% |
| 3M | -1.0% | +3.4% | -4.4% | -1.3% |
| 6M | +6.3% | +2.7% | +3.5% | +5.2% |
| YTD | +14.7% | +102.3% | -87.6% | +10.7% |
| 1Y | +16.9% | +182.1% | -165.1% | +11.4% |
| 3Y | +56.8% | -14.6% | +71.4% | +52.1% |
| 5Y | +5.2% | -55.9% | +61.1% | +2.2% |
| All | +20.8% | -4.2% | +25.0% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling