+99.4%
DE vs FSLY
-50.4%
+149.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | +7.5% | -9.9% | -2.8% |
| 30D | +9.7% | -21.1% | +30.8% | +11.1% |
| 3M | +21.4% | +21.8% | -0.4% | +19.1% |
| 6M | +15.0% | -0.1% | +15.1% | +12.4% |
| YTD | +46.4% | +123.1% | -76.7% | +32.9% |
| 1Y | +45.6% | +208.6% | -162.9% | +27.0% |
| 3Y | +76.8% | -1.3% | +78.0% | +61.9% |
| 5Y | +99.4% | -48.4% | +147.8% | +84.3% |
| All | +99.4% | -50.4% | +149.8% | +84.3% |
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