+1,309.5%
FLEX vs FSLY
-4.2%
+1,313.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | -0.9% | -10.6% | +9.7% | +0.5% |
| 30D | -10.1% | -20.9% | +10.7% | -7.9% |
| 3M | -31.3% | +3.4% | -34.8% | -32.1% |
| 6M | +71.3% | +2.7% | +68.5% | +64.3% |
| YTD | +81.2% | +102.3% | -21.0% | +54.8% |
| 1Y | +98.5% | +182.1% | -83.6% | +59.1% |
| 3Y | +428.2% | -14.6% | +442.8% | +367.5% |
| 5Y | +657.3% | -55.9% | +713.2% | +564.3% |
| All | +1,309.5% | -4.2% | +1,313.7% | +744.4% |
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