-83.2%
FIG vs FSLY
+140.2%
-223.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.1% |
| 7D | +3.4% | +4.9% | -1.5% | +2.9% |
| 30D | -9.5% | -33.5% | +24.1% | -6.1% |
| 3M | -26.2% | -44.6% | +18.5% | -22.8% |
| 6M | +2.7% | -9.2% | +11.9% | +4.1% |
| YTD | -48.0% | +63.3% | -111.2% | -50.7% |
| 1Y | -52.0% | +45.3% | -97.3% | -53.9% |
| All | -83.2% | +140.2% | -223.3% | -83.5% |
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