+555.0%
FCX vs FSLY
-19.7%
+574.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.2% |
| 7D | -0.8% | -17.9% | +17.2% | +1.3% |
| 30D | -15.1% | -34.7% | +19.6% | -11.1% |
| 3M | -9.6% | -40.0% | +30.4% | -5.4% |
| 6M | -3.1% | -11.8% | +8.8% | -3.8% |
| YTD | +23.4% | +69.5% | -46.1% | +5.3% |
| 1Y | +52.7% | +44.0% | +8.7% | +33.1% |
| 3Y | +91.4% | +5.2% | +86.2% | +60.5% |
| 5Y | +62.7% | -65.6% | +128.3% | +45.5% |
| All | +555.0% | -19.7% | +574.7% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling