+19.6%
FLEX vs FSLY
+38.2%
-18.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.8% |
| 7D | -13.6% | -22.9% | +9.3% | -11.2% |
| 30D | -36.5% | -44.6% | +8.1% | -32.9% |
| 3M | -36.4% | -41.5% | +5.0% | -33.4% |
| 6M | -46.5% | -20.8% | -25.7% | -45.2% |
| YTD | +25.9% | +59.5% | -33.6% | +30.2% |
| 1Y | +19.6% | +36.1% | -16.6% | +28.6% |
| All | +19.6% | +38.2% | -18.6% | +28.6% |
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