+169.6%
FDX vs FSLY
-19.7%
+189.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.4% |
| 7D | -2.1% | -17.9% | +15.9% | -0.7% |
| 30D | +10.4% | -34.7% | +45.1% | +13.8% |
| 3M | +0.5% | -40.0% | +40.5% | +3.5% |
| 6M | +6.5% | -11.8% | +18.3% | +5.1% |
| YTD | +40.2% | +69.5% | -29.3% | +23.6% |
| 1Y | +52.1% | +44.0% | +8.1% | +36.2% |
| 3Y | +72.8% | +5.2% | +67.6% | +50.4% |
| 5Y | +76.3% | -65.6% | +141.9% | +59.6% |
| All | +169.6% | -19.7% | +189.3% | +72.1% |
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