+69.1%
EXC vs FSLY
-25.7%
+94.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -1.7% | -22.4% | +20.7% | -1.1% |
| 30D | +9.3% | -45.5% | +54.8% | +11.1% |
| 3M | +1.0% | -30.4% | +31.4% | +1.5% |
| 6M | +5.9% | -22.1% | +28.0% | +5.7% |
| YTD | +7.6% | +57.0% | -49.3% | +2.4% |
| 1Y | +2.4% | +38.2% | -35.8% | -2.2% |
| 3Y | +30.2% | -2.5% | +32.8% | +23.5% |
| 5Y | +41.4% | -68.8% | +110.2% | +38.3% |
| All | +69.1% | -25.7% | +94.8% | +18.5% |
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 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