+108.0%
FAST vs FSLY
-66.1%
+174.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +5.0% | +11.8% | -6.8% | +4.4% |
| 30D | +8.6% | -36.5% | +45.1% | +10.7% |
| 3M | +6.9% | -39.7% | +46.7% | +8.8% |
| 6M | +29.6% | -9.7% | +39.3% | +28.4% |
| YTD | +41.4% | +68.9% | -27.4% | +30.9% |
| 1Y | +38.5% | +44.5% | -5.9% | +29.7% |
| 3Y | +98.7% | +4.8% | +93.9% | +81.7% |
| 5Y | +108.0% | -66.0% | +174.1% | +86.5% |
| All | +108.0% | -66.1% | +174.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling