+83.9%
FCX vs FSLY
+2.5%
+81.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | -0.3% | +4.9% | -5.2% | -0.7% |
| 30D | -14.7% | -33.5% | +18.8% | -12.2% |
| 3M | -11.2% | -44.6% | +33.5% | -7.9% |
| 6M | -11.4% | -9.2% | -2.2% | -11.7% |
| YTD | +17.7% | +63.3% | -45.5% | +8.7% |
| 1Y | +47.5% | +45.3% | +2.2% | +38.0% |
| 3Y | +83.9% | +3.7% | +80.1% | +49.5% |
| All | +83.9% | +2.5% | +81.4% | +49.5% |
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 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