+99.6%
DE vs FSLY
-47.3%
+147.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.8% |
| 6M | +14.4% | -3.7% | +18.1% | +12.1% |
| YTD | +45.9% | +127.5% | -81.6% | +32.3% |
| 1Y | +43.6% | +193.5% | -149.9% | +25.9% |
| 3Y | +75.9% | -1.3% | +77.2% | +61.2% |
| All | +99.6% | -47.3% | +147.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling