-15.8%
F vs FSLY
-66.1%
+50.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -3.9% | +11.8% | -15.6% | -5.0% |
| 30D | -0.5% | -36.5% | +36.1% | +3.3% |
| 3M | -12.9% | -39.7% | +26.8% | -9.9% |
| 6M | +1.5% | -9.7% | +11.2% | -0.5% |
| YTD | -5.0% | +68.9% | -73.9% | -19.9% |
| 1Y | -7.3% | +44.5% | -51.8% | -20.1% |
| 3Y | +45.3% | +4.8% | +40.4% | +20.6% |
| 5Y | -15.8% | -66.0% | +50.3% | -39.4% |
| All | -15.8% | -66.1% | +50.4% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling