+66.1%
FDX vs FSLY
-11.3%
+77.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.4% |
| 7D | -2.5% | -10.6% | +8.1% | -1.9% |
| 30D | +3.8% | -20.9% | +24.7% | +4.9% |
| 3M | -1.3% | +3.4% | -4.7% | -2.0% |
| 6M | +5.0% | +2.7% | +2.3% | +2.3% |
| YTD | +39.6% | +102.3% | -62.6% | +28.0% |
| 1Y | +81.1% | +182.1% | -100.9% | +58.7% |
| All | +66.1% | -11.3% | +77.4% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling