-0.8%
F vs FSLY
+63.4%
-64.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | +1.6% | -31.4% | +33.0% | +2.0% |
| 30D | +2.6% | -37.3% | +39.9% | +3.1% |
| 3M | -8.8% | -30.1% | +21.3% | -8.6% |
| 6M | +4.6% | -49.8% | +54.4% | +5.4% |
| YTD | -1.9% | +55.7% | -57.6% | -4.4% |
| 1Y | -0.8% | +44.5% | -45.2% | -2.2% |
| All | -0.8% | +63.4% | -64.2% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling