+2,069.6%
FIX vs FSLY
-26.3%
+2,095.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.4% | +5.1% |
| 7D | -17.5% | -31.4% | +14.0% | -14.5% |
| 30D | -41.6% | -37.3% | -4.3% | -39.1% |
| 3M | -40.6% | -30.1% | -10.5% | -39.2% |
| 6M | -49.4% | -49.8% | +0.4% | -47.3% |
| YTD | +9.2% | +55.7% | -46.5% | -0.8% |
| 1Y | +6.5% | +44.5% | -38.0% | -2.7% |
| 3Y | +448.7% | -4.3% | +453.1% | +392.3% |
| 5Y | +948.7% | -68.2% | +1,016.9% | +860.5% |
| All | +2,069.6% | -26.3% | +2,095.9% | +1,428.4% |
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