+38.4%
FAST vs FSLY
+41.1%
-2.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.7% |
| 7D | +4.2% | +4.9% | -0.7% | +4.2% |
| 30D | +6.7% | -33.5% | +40.2% | +6.5% |
| 3M | +8.0% | -44.6% | +52.7% | +7.7% |
| 6M | +27.4% | -9.2% | +36.7% | +27.7% |
| YTD | +40.5% | +63.3% | -22.8% | +47.5% |
| 1Y | +38.4% | +45.3% | -6.9% | +45.7% |
| All | +38.4% | +41.1% | -2.7% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling