-51.8%
FCEL vs FSLY
+7.7%
-59.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +6.3% | +12.5% | -6.2% | +2.7% |
| 30D | -26.7% | -18.8% | -7.9% | -22.3% |
| 3M | -10.2% | +22.7% | -32.8% | -16.9% |
| 6M | +123.5% | -3.7% | +127.2% | +104.7% |
| YTD | +117.4% | +127.5% | -10.1% | +36.5% |
| 1Y | +146.0% | +193.5% | -47.6% | +33.5% |
| 3Y | -61.9% | -1.3% | -60.6% | -72.8% |
| 5Y | -90.5% | -47.3% | -43.2% | -92.8% |
| All | -51.8% | +7.7% | -59.6% | -68.2% |
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