-51.8%
FLUT vs FSLY
-69.6%
+17.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -6.5% | -22.4% | +16.0% | -4.9% |
| 30D | +2.8% | -45.5% | +48.2% | +7.2% |
| 3M | -13.5% | -30.4% | +16.9% | -12.6% |
| 6M | -19.0% | -22.1% | +3.1% | -19.6% |
| YTD | -61.9% | +57.0% | -118.8% | -67.1% |
| 1Y | -63.2% | +38.2% | -101.5% | -67.7% |
| 3Y | -46.0% | -2.5% | -43.5% | -54.1% |
| 5Y | -51.8% | -68.8% | +17.1% | -56.0% |
| All | -51.8% | -69.6% | +17.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling