+148.0%
FICO vs FSLY
-25.7%
+173.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.1% | -22.4% | +22.4% | +2.2% |
| 30D | +8.4% | -45.5% | +53.9% | +14.6% |
| 3M | -30.5% | -30.4% | -0.1% | -29.7% |
| 6M | -35.7% | -22.1% | -13.6% | -36.4% |
| YTD | -57.2% | +57.0% | -114.2% | -64.0% |
| 1Y | -58.4% | +38.2% | -96.6% | -64.5% |
| 3Y | -24.8% | -2.5% | -22.3% | -37.8% |
| 5Y | +79.3% | -68.8% | +148.1% | +58.9% |
| All | +148.0% | -25.7% | +173.7% | +51.7% |
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 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