+157.5%
FDX vs FSLY
-26.3%
+183.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.0% |
| 7D | -1.6% | -31.4% | +29.8% | +1.2% |
| 30D | +6.6% | -37.3% | +43.9% | +10.1% |
| 3M | -2.1% | -30.1% | +28.1% | -0.7% |
| 6M | +2.2% | -49.8% | +52.0% | +5.2% |
| YTD | +33.9% | +55.7% | -21.8% | +18.9% |
| 1Y | +50.2% | +44.5% | +5.7% | +34.2% |
| 3Y | +65.5% | -4.3% | +69.9% | +45.3% |
| 5Y | +74.1% | -68.2% | +142.2% | +58.6% |
| All | +157.5% | -26.3% | +183.8% | +65.6% |
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