-80.3%
FIG vs FSLY
+210.5%
-290.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.4% | -10.1% | -6.0% |
| 7D | -16.4% | +3.5% | -19.8% | -16.6% |
| 30D | -2.3% | -6.4% | +4.1% | -2.0% |
| 3M | +7.8% | +10.9% | -3.1% | +7.4% |
| 6M | -21.8% | +6.7% | -28.6% | -24.2% |
| YTD | -39.1% | +111.1% | -150.2% | -43.5% |
| 1Y | -56.6% | +185.8% | -242.4% | -61.3% |
| All | -80.3% | +210.5% | -290.9% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling