+45.8%
F vs FSLY
+6.0%
+39.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -3.9% | +11.8% | -15.6% | -4.3% |
| 30D | -0.5% | -36.5% | +36.1% | +1.1% |
| 3M | -12.9% | -39.7% | +26.8% | -11.6% |
| 6M | +1.5% | -9.7% | +11.2% | +0.7% |
| YTD | -5.0% | +68.9% | -73.9% | -12.0% |
| 1Y | -7.3% | +44.5% | -51.8% | -13.2% |
| All | +45.8% | +6.0% | +39.8% | +25.7% |
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