+166.0%
FITB vs FSLY
-19.7%
+185.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | -0.1% |
| 7D | -0.6% | -17.9% | +17.4% | +0.7% |
| 30D | +7.0% | -34.7% | +41.7% | +10.1% |
| 3M | -4.8% | -40.0% | +35.3% | -2.0% |
| 6M | +13.5% | -11.8% | +25.4% | +12.3% |
| YTD | +19.1% | +69.5% | -50.5% | +6.3% |
| 1Y | +30.8% | +44.0% | -13.2% | +18.5% |
| 3Y | +141.6% | +5.2% | +136.4% | +113.7% |
| 5Y | +48.3% | -65.6% | +113.9% | +33.6% |
| All | +166.0% | -19.7% | +185.8% | +71.3% |
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