+72.2%
FCX vs FSLY
-68.1%
+140.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.9% | -3.4% |
| 7D | -2.4% | -22.9% | +20.6% | +0.3% |
| 30D | -18.0% | -44.6% | +26.6% | -12.8% |
| 3M | -14.3% | -41.5% | +27.2% | -10.3% |
| 6M | -1.7% | -20.8% | +19.1% | -1.3% |
| YTD | +19.8% | +59.5% | -39.7% | +4.0% |
| 1Y | +48.6% | +36.1% | +12.5% | +31.9% |
| 3Y | +85.8% | -1.0% | +86.8% | +56.9% |
| 5Y | +72.2% | -66.9% | +139.2% | +58.5% |
| All | +72.2% | -68.1% | +140.4% | +58.5% |
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 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