+276.8%
FERG vs FSLY
+5.6%
+271.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +7.5% | -8.5% | -1.4% |
| 30D | -11.8% | -21.1% | +9.3% | -11.0% |
| 3M | -1.2% | +21.8% | -23.0% | -2.4% |
| 6M | -2.3% | -0.1% | -2.2% | -3.8% |
| YTD | +0.8% | +123.1% | -122.3% | -5.6% |
| 1Y | +0.5% | +208.6% | -208.1% | -8.0% |
| 3Y | +51.4% | -1.3% | +52.6% | +41.5% |
| 5Y | +67.5% | -48.4% | +115.9% | +49.1% |
| All | +276.8% | +5.6% | +271.2% | +273.8% |
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