+103.3%
F vs FSLY
-4.2%
+107.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.7% |
| 7D | +5.3% | -10.6% | +16.0% | +6.4% |
| 30D | +4.6% | -20.9% | +25.5% | +6.3% |
| 3M | -3.7% | +3.4% | -7.1% | -4.8% |
| 6M | +16.8% | +2.7% | +14.1% | +12.2% |
| YTD | +15.3% | +102.3% | -87.0% | +0.7% |
| 1Y | +31.0% | +182.1% | -151.0% | +8.9% |
| 3Y | +45.4% | -14.6% | +60.0% | +31.2% |
| 5Y | +54.7% | -55.9% | +110.6% | +32.9% |
| All | +103.3% | -4.2% | +107.5% | +46.1% |
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