+12.0%
FANG vs FSLY
+15.6%
-3.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.3% |
| 7D | -0.4% | +11.2% | -11.5% | -0.7% |
| 30D | +2.4% | -18.2% | +20.6% | +2.8% |
| 3M | +4.9% | +21.9% | -17.0% | +4.2% |
| 6M | +12.0% | +4.0% | +8.0% | +14.4% |
| All | +12.0% | +15.6% | -3.5% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling