+312.6%
FAST vs FSLY
-24.5%
+337.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | +4.8% | -22.9% | +27.7% | +6.1% |
| 30D | +8.6% | -44.6% | +53.2% | +11.8% |
| 3M | +5.7% | -41.5% | +47.2% | +8.0% |
| 6M | +25.5% | -20.8% | +46.3% | +25.3% |
| YTD | +39.6% | +59.5% | -19.9% | +29.0% |
| 1Y | +35.5% | +36.1% | -0.6% | +26.6% |
| 3Y | +96.2% | -1.0% | +97.2% | +79.5% |
| 5Y | +110.2% | -66.9% | +177.1% | +95.5% |
| All | +312.6% | -24.5% | +337.0% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling