+289.5%
FERG vs FSLY
-4.2%
+293.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | 0.0% | -10.6% | +10.6% | +0.5% |
| 30D | -10.2% | -20.9% | +10.7% | -9.4% |
| 3M | -0.6% | +3.4% | -4.0% | -1.1% |
| 6M | -6.5% | +2.7% | -9.3% | -8.1% |
| YTD | +4.2% | +102.3% | -98.1% | -2.0% |
| 1Y | -2.3% | +182.1% | -184.3% | -10.2% |
| 3Y | +48.5% | -14.6% | +63.1% | +39.7% |
| 5Y | +72.0% | -55.9% | +127.9% | +53.6% |
| All | +289.5% | -4.2% | +293.7% | +288.2% |
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