+2,273.8%
FIX vs FSLY
-25.7%
+2,299.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.3% |
| 7D | -7.2% | -22.4% | +15.2% | -5.0% |
| 30D | -35.1% | -45.5% | +10.3% | -31.4% |
| 3M | -34.3% | -30.4% | -3.9% | -32.7% |
| 6M | -42.9% | -22.1% | -20.8% | -42.5% |
| YTD | +19.5% | +57.0% | -37.5% | +8.5% |
| 1Y | +16.8% | +38.2% | -21.5% | +7.3% |
| 3Y | +506.7% | -2.5% | +509.2% | +443.5% |
| 5Y | +1,046.7% | -68.8% | +1,115.5% | +951.5% |
| All | +2,273.8% | -25.7% | +2,299.4% | +1,570.9% |
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 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