-66.0%
FLUT vs FSLY
+205.2%
-271.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.0% | -1.4% |
| 7D | -2.6% | +11.2% | -13.8% | -2.6% |
| 30D | +5.4% | -18.2% | +23.5% | +5.5% |
| 3M | -10.8% | +21.9% | -32.7% | -11.1% |
| 6M | -9.2% | +4.0% | -13.2% | -9.6% |
| YTD | -53.8% | +123.1% | -176.9% | -54.4% |
| 1Y | -66.0% | +196.9% | -262.8% | -67.0% |
| All | -66.0% | +205.2% | -271.2% | -67.0% |
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