+2,377.0%
FIX vs FSLY
-19.7%
+2,396.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.3% | -1.2% | +4.4% |
| 7D | +6.4% | -17.9% | +24.4% | +8.4% |
| 30D | -29.1% | -34.7% | +5.6% | -26.3% |
| 3M | -31.1% | -40.0% | +8.9% | -28.4% |
| 6M | -42.8% | -11.8% | -31.0% | -43.0% |
| YTD | +24.6% | +69.5% | -44.9% | +12.3% |
| 1Y | +21.9% | +44.0% | -22.0% | +11.6% |
| 3Y | +524.9% | +5.2% | +519.7% | +455.7% |
| 5Y | +1,092.2% | -65.6% | +1,157.8% | +983.6% |
| All | +2,377.0% | -19.7% | +2,396.7% | +1,630.5% |
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