-58.9%
FCEL vs FSLY
-7.5%
-51.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.4% | +14.4% | +17.9% |
| 7D | +4.0% | +3.5% | +0.5% | +3.4% |
| 30D | -13.1% | -6.4% | -6.7% | -12.5% |
| 3M | +14.6% | +10.9% | +3.7% | +11.2% |
| 6M | +133.7% | +6.7% | +127.0% | +117.0% |
| YTD | +143.0% | +111.1% | +31.9% | +84.8% |
| 1Y | +320.9% | +185.8% | +135.1% | +175.9% |
| 3Y | -58.9% | -6.6% | -52.3% | -67.3% |
| All | -58.9% | -7.5% | -51.4% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling