-72.0%
FIS vs FSLY
-20.0%
-51.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | -3.5% | +11.8% | -15.3% | -4.1% |
| 30D | -19.4% | -36.5% | +17.1% | -17.7% |
| 3M | -31.6% | -39.7% | +8.2% | -30.3% |
| 6M | -32.5% | -9.7% | -22.9% | -33.4% |
| YTD | -56.0% | +68.9% | -124.8% | -60.2% |
| 1Y | -55.5% | +44.5% | -100.0% | -59.3% |
| 3Y | -41.3% | +4.8% | -46.1% | -47.5% |
| 5Y | -72.3% | -66.0% | -6.2% | -74.1% |
| All | -72.0% | -20.0% | -51.9% | -80.4% |
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 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