+49.8%
FE vs FSLY
+6.0%
+43.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.3% | +11.8% | -12.1% | -0.2% |
| 30D | +3.9% | -36.5% | +40.4% | +3.8% |
| 3M | -0.1% | -39.7% | +39.6% | -0.2% |
| 6M | +6.1% | -9.7% | +15.8% | +5.9% |
| YTD | +8.1% | +68.9% | -60.8% | +6.7% |
| 1Y | +4.4% | +44.5% | -40.0% | +3.1% |
| All | +49.8% | +6.0% | +43.7% | +46.9% |
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 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