+20.5%
EXC vs FSLY
-11.3%
+31.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +0.3% | -10.6% | +10.9% | +0.4% |
| 30D | -3.7% | -20.9% | +17.2% | -3.5% |
| 3M | -1.3% | +3.4% | -4.7% | -1.5% |
| 6M | -9.7% | +2.7% | -12.5% | -10.2% |
| YTD | +2.9% | +102.3% | -99.4% | +0.3% |
| 1Y | +4.4% | +182.1% | -177.7% | +2.1% |
| All | +20.5% | -11.3% | +31.7% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling