-63.2%
FLUT vs FSLY
+161.0%
-224.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +4.2% | -22.2% | +26.3% | +3.9% |
| 30D | +8.0% | -19.1% | +27.1% | +7.9% |
| 3M | -22.1% | -15.7% | -6.4% | -22.1% |
| 6M | -21.7% | -23.5% | +1.8% | -22.0% |
| YTD | -62.0% | +106.6% | -168.6% | -62.1% |
| 1Y | -63.2% | +164.3% | -227.4% | -64.1% |
| All | -63.2% | +161.0% | -224.1% | -64.1% |
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 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