-62.8%
FIS vs FSLY
+5.6%
-68.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.8% |
| 7D | -9.1% | +11.2% | -20.2% | -9.7% |
| 30D | -10.4% | -18.2% | +7.7% | -9.5% |
| 3M | -3.7% | +21.9% | -25.6% | -5.5% |
| 6M | -24.8% | +4.0% | -28.8% | -27.0% |
| YTD | -41.6% | +123.1% | -164.6% | -47.5% |
| 1Y | -42.7% | +196.9% | -239.6% | -50.3% |
| 3Y | -26.2% | -1.3% | -25.0% | -32.5% |
| 5Y | -66.1% | -50.2% | -15.9% | -68.9% |
| All | -62.8% | +5.6% | -68.4% | -74.1% |
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 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