+131.1%
FITB vs FSLY
-7.5%
+138.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.0% |
| 7D | +2.8% | +3.5% | -0.6% | +2.6% |
| 30D | -4.5% | -6.4% | +1.9% | -4.4% |
| 3M | +5.7% | +10.9% | -5.2% | +4.4% |
| 6M | +17.1% | +6.7% | +10.4% | +13.8% |
| YTD | +18.3% | +111.1% | -92.8% | +7.4% |
| 1Y | +23.9% | +185.8% | -161.9% | +6.7% |
| 3Y | +131.1% | -6.6% | +137.7% | +97.0% |
| All | +131.1% | -7.5% | +138.6% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling