+78.0%
FERG vs FSLY
-67.3%
+145.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | +9.7% | +4.9% | +4.9% | +9.3% |
| 30D | +15.0% | -33.5% | +48.6% | +18.1% |
| 3M | +3.8% | -44.6% | +48.4% | +7.3% |
| 6M | +10.6% | -9.2% | +19.8% | +9.4% |
| YTD | +17.0% | +63.3% | -46.3% | +5.0% |
| 1Y | +7.1% | +45.3% | -38.2% | -2.7% |
| 3Y | +67.7% | +3.7% | +64.0% | +47.0% |
| All | +78.0% | -67.3% | +145.3% | +47.1% |
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