+454.7%
DE vs FSLY
+7.7%
+446.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -2.6% | +12.5% | -15.0% | -3.3% |
| 30D | +9.0% | -18.8% | +27.9% | +10.2% |
| 3M | +19.1% | +22.7% | -3.5% | +16.9% |
| 6M | +14.4% | -3.7% | +18.1% | +12.1% |
| YTD | +45.9% | +127.5% | -81.6% | +32.7% |
| 1Y | +43.6% | +193.5% | -149.9% | +27.0% |
| 3Y | +75.9% | -1.3% | +77.2% | +62.0% |
| 5Y | +98.8% | -47.3% | +146.1% | +82.3% |
| All | +454.7% | +7.7% | +446.9% | +303.4% |
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