+647.8%
FCX vs FSLY
+7.7%
+640.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -2.3% | +12.5% | -14.8% | -3.7% |
| 30D | +2.7% | -18.8% | +21.5% | +4.9% |
| 3M | +7.4% | +22.7% | -15.3% | +3.7% |
| 6M | +16.0% | -3.7% | +19.7% | +11.8% |
| YTD | +40.9% | +127.5% | -86.6% | +17.5% |
| 1Y | +56.4% | +193.5% | -137.1% | +23.5% |
| 3Y | +84.2% | -1.3% | +85.5% | +58.6% |
| 5Y | +114.6% | -47.3% | +162.0% | +83.9% |
| All | +647.8% | +7.7% | +640.0% | +365.5% |
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