+168.5%
FDX vs FSLY
-4.2%
+172.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.3% |
| 7D | -2.5% | -10.6% | +8.1% | -1.6% |
| 30D | +3.8% | -20.9% | +24.7% | +5.4% |
| 3M | -1.3% | +3.4% | -4.7% | -2.5% |
| 6M | +5.0% | +2.7% | +2.3% | +1.1% |
| YTD | +39.6% | +102.3% | -62.6% | +22.8% |
| 1Y | +81.1% | +182.1% | -100.9% | +51.6% |
| 3Y | +63.0% | -14.6% | +77.6% | +47.3% |
| 5Y | +65.6% | -55.9% | +121.5% | +48.1% |
| All | +168.5% | -4.2% | +172.7% | +71.0% |
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 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