-5.4%
FIG vs FSLY
-15.7%
+10.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +0.1% |
| 7D | -14.3% | -17.9% | +3.7% | -9.6% |
| 30D | -13.6% | -34.7% | +21.1% | -4.6% |
| 3M | -23.7% | -40.0% | +16.3% | -14.4% |
| 6M | -5.4% | -11.8% | +6.5% | -5.8% |
| All | -5.4% | -15.7% | +10.3% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling