+50.9%
FERG vs FSLY
-0.4%
+51.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.0% | -1.7% |
| 7D | +0.9% | +11.2% | -10.3% | +0.3% |
| 30D | -15.1% | -18.2% | +3.1% | -14.2% |
| 3M | -4.8% | +21.9% | -26.7% | -6.2% |
| 6M | -2.5% | +4.0% | -6.5% | -4.7% |
| YTD | +1.8% | +123.1% | -121.3% | -6.7% |
| 1Y | -0.3% | +196.9% | -197.2% | -12.1% |
| All | +50.9% | -0.4% | +51.3% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling