-80.9%
FIG vs FSLY
+228.2%
-309.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -8.9% | -3.7% |
| 7D | -14.5% | +11.2% | -25.6% | -15.3% |
| 30D | -13.3% | -18.2% | +4.8% | -12.1% |
| 3M | +7.4% | +21.9% | -14.5% | +6.4% |
| 6M | -27.8% | +4.0% | -31.8% | -29.9% |
| YTD | -41.1% | +123.1% | -164.2% | -45.6% |
| 1Y | -58.7% | +196.9% | -255.6% | -63.6% |
| All | -80.9% | +228.2% | -309.1% | -81.8% |
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