+47.2%
FE vs FSLY
0.0%
+47.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.8% |
| 7D | +0.6% | +3.5% | -2.8% | +0.5% |
| 30D | -2.1% | -6.4% | +4.3% | -2.1% |
| 3M | +2.6% | +10.9% | -8.3% | +2.0% |
| 6M | -6.8% | +6.7% | -13.5% | -8.1% |
| YTD | +6.9% | +111.1% | -104.2% | +2.1% |
| 1Y | +11.6% | +185.8% | -174.2% | +5.0% |
| 3Y | +47.7% | -6.6% | +54.3% | +42.6% |
| 5Y | +46.2% | -52.4% | +98.6% | +41.4% |
| All | +47.2% | 0.0% | +47.3% | +7.5% |
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