-12.0%
DOW vs FSLY
+5.6%
-17.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | +7.5% | -9.9% | -2.9% |
| 30D | -4.1% | -21.1% | +17.0% | -2.6% |
| 3M | -12.4% | +21.8% | -34.2% | -14.4% |
| 6M | -10.6% | -0.1% | -10.5% | -13.1% |
| YTD | +31.1% | +123.1% | -92.0% | +16.6% |
| 1Y | +30.5% | +208.6% | -178.0% | +11.2% |
| 3Y | -34.4% | -1.3% | -33.1% | -41.0% |
| 5Y | -35.5% | -48.4% | +12.9% | -42.2% |
| All | -12.0% | +5.6% | -17.6% | -45.9% |
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