+49.0%
FE vs FSLY
-55.9%
+104.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +1.9% | -10.6% | +12.6% | +2.1% |
| 30D | -1.2% | -20.9% | +19.7% | -1.0% |
| 3M | +3.5% | +3.4% | +0.1% | +3.3% |
| 6M | -6.1% | +2.7% | -8.8% | -6.7% |
| YTD | +7.6% | +102.3% | -94.6% | +5.1% |
| 1Y | +11.9% | +182.1% | -170.1% | +8.5% |
| 3Y | +48.4% | -14.6% | +63.0% | +46.2% |
| All | +49.0% | -55.9% | +104.9% | +38.9% |
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 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