+46.0%
FE vs FSLY
-67.3%
+113.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +1.2% | +4.9% | -3.6% | +1.2% |
| 30D | +4.5% | -33.5% | +38.1% | +4.8% |
| 3M | +1.3% | -44.6% | +46.0% | +1.7% |
| 6M | +8.7% | -9.2% | +17.9% | +8.3% |
| YTD | +9.2% | +63.3% | -54.0% | +6.6% |
| 1Y | +7.0% | +45.3% | -38.3% | +4.6% |
| 3Y | +51.4% | +3.7% | +47.6% | +47.6% |
| All | +46.0% | -67.3% | +113.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling