-53.4%
FIG vs FSLY
+45.9%
-99.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | +11.8% | -9.2% | +1.5% |
| 30D | -13.1% | -36.5% | +23.5% | -9.9% |
| 3M | -20.3% | -39.7% | +19.4% | -17.6% |
| 6M | -2.1% | -9.7% | +7.5% | -0.5% |
| YTD | -49.4% | +68.9% | -118.2% | -49.6% |
| All | -53.4% | +45.9% | -99.3% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling