+166.1%
FITB vs FSLY
-4.2%
+170.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | +0.6% | -10.6% | +11.2% | +1.5% |
| 30D | -4.7% | -20.9% | +16.2% | -3.3% |
| 3M | +6.7% | +3.4% | +3.3% | +5.6% |
| 6M | +12.6% | +2.7% | +9.8% | +9.0% |
| YTD | +19.1% | +102.3% | -83.1% | +6.1% |
| 1Y | +22.6% | +182.1% | -159.4% | +4.3% |
| 3Y | +127.1% | -14.6% | +141.7% | +107.3% |
| 5Y | +71.8% | -55.9% | +127.7% | +53.5% |
| All | +166.1% | -4.2% | +170.4% | +70.9% |
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