-90.5%
FCEL vs FSLY
-49.3%
-41.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.7% | -12.4% | -8.5% |
| 7D | +15.1% | +11.2% | +3.9% | +11.3% |
| 30D | -16.4% | -18.2% | +1.7% | -11.4% |
| 3M | -5.3% | +21.9% | -27.2% | -12.8% |
| 6M | +124.5% | +4.0% | +120.5% | +97.5% |
| YTD | +126.7% | +123.1% | +3.6% | +34.7% |
| 1Y | +219.9% | +196.9% | +23.0% | +55.9% |
| 3Y | -61.6% | -1.3% | -60.4% | -73.4% |
| 5Y | -90.5% | -50.2% | -40.3% | -90.7% |
| All | -90.5% | -49.3% | -41.2% | -90.7% |
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