+3,333.8%
FIX vs FSLY
-4.2%
+3,338.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +6.0% | -10.6% | +16.7% | +7.1% |
| 30D | -7.2% | -20.9% | +13.7% | -5.6% |
| 3M | -15.9% | +3.4% | -19.3% | -16.7% |
| 6M | +12.7% | +2.7% | +10.0% | +9.4% |
| YTD | +72.8% | +102.3% | -29.5% | +54.2% |
| 1Y | +122.9% | +182.1% | -59.2% | +90.3% |
| 3Y | +774.3% | -14.6% | +788.9% | +694.2% |
| 5Y | +2,049.5% | -55.9% | +2,105.4% | +1,822.5% |
| All | +3,333.8% | -4.2% | +3,338.0% | +2,276.1% |
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