+166.5%
FITB vs FSLY
-22.7%
+189.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.4% |
| 7D | +2.8% | +4.9% | -2.1% | +2.3% |
| 30D | +9.8% | -33.5% | +43.3% | +12.8% |
| 3M | -5.2% | -44.6% | +39.5% | -1.8% |
| 6M | +17.3% | -9.2% | +26.6% | +15.7% |
| YTD | +19.3% | +63.3% | -44.0% | +6.8% |
| 1Y | +32.7% | +45.3% | -12.6% | +20.0% |
| 3Y | +141.6% | +3.7% | +137.8% | +113.8% |
| 5Y | +48.9% | -67.2% | +116.0% | +34.6% |
| All | +166.5% | -22.7% | +189.2% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling