+256.8%
FLEX vs FSLY
-9.9%
+266.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.2% |
| 7D | -19.3% | -31.4% | +12.1% | -15.7% |
| 30D | -41.5% | -37.3% | -4.2% | -38.4% |
| 3M | -43.1% | -30.1% | -13.0% | -41.1% |
| 6M | -48.2% | -49.8% | +1.6% | -45.6% |
| YTD | +15.5% | +55.7% | -40.2% | +6.6% |
| 1Y | +10.2% | +44.5% | -34.3% | +2.6% |
| 3Y | +256.8% | -4.3% | +261.2% | +203.1% |
| All | +256.8% | -9.9% | +266.7% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling