+865.1%
FLEX vs FSLY
-22.7%
+887.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.6% |
| 7D | +7.5% | +4.9% | +2.6% | +6.8% |
| 30D | -25.3% | -33.5% | +8.2% | -21.3% |
| 3M | -39.7% | -44.6% | +5.0% | -35.5% |
| 6M | -47.9% | -9.2% | -38.6% | -47.9% |
| YTD | +24.1% | +63.3% | -39.2% | +8.3% |
| 1Y | +26.0% | +45.3% | -19.3% | +11.5% |
| 3Y | +282.7% | +3.7% | +278.9% | +228.0% |
| 5Y | +424.2% | -67.2% | +491.4% | +376.4% |
| All | +865.1% | -22.7% | +887.8% | +490.6% |
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