-65.2%
FCEL vs FSLY
+6.5%
-71.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +5.3% |
| 7D | +3.9% | -17.9% | +21.8% | +8.0% |
| 30D | -33.1% | -34.7% | +1.6% | -27.4% |
| 3M | -43.0% | -40.0% | -2.9% | -37.8% |
| 6M | -31.3% | -11.8% | -19.5% | -30.7% |
| YTD | +49.8% | +69.5% | -19.8% | +21.9% |
| 1Y | +48.2% | +44.0% | +4.2% | +25.5% |
| All | -65.2% | +6.5% | -71.7% | -73.6% |
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