+162.8%
FITB vs FSLY
+5.6%
+157.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.1% |
| 7D | -0.4% | +11.2% | -11.5% | -1.3% |
| 30D | -5.1% | -18.2% | +13.0% | -3.8% |
| 3M | +3.5% | +21.9% | -18.4% | +1.1% |
| 6M | +17.2% | +4.0% | +13.2% | +13.4% |
| YTD | +17.6% | +123.1% | -105.4% | +3.9% |
| 1Y | +23.4% | +196.9% | -173.5% | +4.6% |
| 3Y | +129.7% | -1.3% | +131.0% | +107.0% |
| 5Y | +68.4% | -50.2% | +118.6% | +49.0% |
| All | +162.8% | +5.6% | +157.2% | +67.4% |
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