+104.7%
FLEX vs FSLY
+187.7%
-83.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +4.1% |
| 7D | +7.0% | +3.5% | +3.5% | +6.7% |
| 30D | -5.8% | -6.4% | +0.6% | -5.4% |
| 3M | -24.2% | +10.9% | -35.1% | -24.5% |
| 6M | +90.8% | +6.7% | +84.1% | +89.4% |
| YTD | +89.2% | +111.1% | -21.9% | +89.3% |
| 1Y | +104.7% | +185.8% | -81.1% | +105.6% |
| All | +104.7% | +187.7% | -83.0% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling