+281.4%
FCEL vs FSLY
+181.7%
+99.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.0% |
| 7D | -15.8% | -10.6% | -5.2% | -15.3% |
| 30D | -29.3% | -20.9% | -8.4% | -28.5% |
| 3M | -30.1% | +3.4% | -33.6% | -30.2% |
| 6M | +74.4% | +2.7% | +71.7% | +77.7% |
| YTD | +104.5% | +102.3% | +2.3% | +113.0% |
| 1Y | +281.4% | +182.1% | +99.3% | +302.9% |
| All | +281.4% | +181.7% | +99.7% | +302.9% |
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