+48.2%
FE vs FSLY
-4.2%
+52.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +1.9% | -10.6% | +12.6% | +2.2% |
| 30D | -1.2% | -20.9% | +19.7% | -0.7% |
| 3M | +3.5% | +3.4% | +0.1% | +3.1% |
| 6M | -6.1% | +2.7% | -8.8% | -7.3% |
| YTD | +7.6% | +102.3% | -94.6% | +2.9% |
| 1Y | +11.9% | +182.1% | -170.1% | +5.4% |
| 3Y | +48.4% | -14.6% | +63.0% | +43.8% |
| 5Y | +44.8% | -55.9% | +100.7% | +40.5% |
| All | +48.2% | -4.2% | +52.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling