+50.0%
FANG vs FSLY
+1.6%
+48.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +2.9% | +12.5% | -9.6% | +2.3% |
| 30D | +2.6% | -18.8% | +21.4% | +3.4% |
| 3M | +7.6% | +22.7% | -15.1% | +6.2% |
| 6M | +17.3% | -3.7% | +21.0% | +15.5% |
| YTD | +38.7% | +127.5% | -88.8% | +29.6% |
| 1Y | +51.6% | +193.5% | -141.9% | +37.8% |
| 3Y | +50.0% | -1.3% | +51.3% | +32.4% |
| All | +50.0% | +1.6% | +48.4% | +32.4% |
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 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