+48.6%
FE vs FSLY
-26.3%
+74.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | 0.0% | -31.4% | +31.4% | +0.8% |
| 30D | +5.2% | -37.3% | +42.5% | +6.1% |
| 3M | 0.0% | -30.1% | +30.1% | +0.3% |
| 6M | +5.0% | -49.8% | +54.8% | +6.0% |
| YTD | +7.9% | +55.7% | -47.8% | +3.5% |
| 1Y | +6.3% | +44.5% | -38.1% | +2.1% |
| 3Y | +46.0% | -4.3% | +50.4% | +39.6% |
| 5Y | +45.6% | -68.2% | +113.8% | +42.5% |
| All | +48.6% | -26.3% | +74.9% | +8.9% |
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