+149.7%
FICO vs FSLY
-19.7%
+169.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.9% |
| 7D | +4.0% | -17.9% | +21.9% | +5.7% |
| 30D | -1.5% | -34.7% | +33.2% | +2.1% |
| 3M | -29.8% | -40.0% | +10.2% | -27.4% |
| 6M | -33.3% | -11.8% | -21.4% | -34.9% |
| YTD | -56.9% | +69.5% | -126.4% | -64.0% |
| 1Y | -59.5% | +44.0% | -103.4% | -65.5% |
| 3Y | -26.9% | +5.2% | -32.1% | -40.0% |
| 5Y | +92.9% | -65.6% | +158.5% | +68.9% |
| All | +149.7% | -19.7% | +169.5% | +51.4% |
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