+138.9%
FCX vs FSLY
-54.2%
+193.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +1.0% | +4.8% |
| 7D | +5.7% | +3.5% | +2.3% | +5.3% |
| 30D | +10.1% | -6.4% | +16.5% | +10.2% |
| 3M | +20.2% | +10.9% | +9.3% | +17.7% |
| 6M | +29.7% | +6.7% | +23.0% | +23.5% |
| YTD | +51.9% | +111.1% | -59.2% | +28.7% |
| 1Y | +66.0% | +185.8% | -119.8% | +31.3% |
| 3Y | +102.7% | -6.6% | +109.3% | +76.7% |
| 5Y | +138.9% | -52.4% | +191.2% | +110.2% |
| All | +138.9% | -54.2% | +193.1% | +110.2% |
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