+0.5%
FERG vs FSLY
+196.5%
-196.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | +7.5% | -8.5% | -1.2% |
| 30D | -11.8% | -21.1% | +9.3% | -11.5% |
| 3M | -1.2% | +21.8% | -23.0% | -1.5% |
| 6M | -2.3% | -0.1% | -2.2% | -2.5% |
| YTD | +0.8% | +123.1% | -122.3% | +0.5% |
| 1Y | +0.5% | +208.6% | -208.1% | -0.7% |
| All | +0.5% | +196.5% | -196.0% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling