+61.7%
EXC vs FSLY
-4.2%
+65.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +0.3% | -10.6% | +10.9% | +0.7% |
| 30D | -3.7% | -20.9% | +17.2% | -3.1% |
| 3M | -1.3% | +3.4% | -4.7% | -1.8% |
| 6M | -9.7% | +2.7% | -12.5% | -11.1% |
| YTD | +2.9% | +102.3% | -99.4% | -2.3% |
| 1Y | +4.4% | +182.1% | -177.7% | -2.5% |
| 3Y | +22.2% | -14.6% | +36.8% | +17.7% |
| 5Y | +46.7% | -55.9% | +102.6% | +42.0% |
| All | +61.7% | -4.2% | +65.9% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling