-49.2%
FLUT vs FSLY
-54.2%
+5.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.2% |
| 7D | +3.8% | +3.5% | +0.3% | +3.5% |
| 30D | +6.3% | -6.4% | +12.7% | +6.4% |
| 3M | -4.0% | +10.9% | -14.9% | -6.0% |
| 6M | -10.3% | +6.7% | -17.0% | -14.4% |
| YTD | -53.2% | +111.1% | -164.3% | -60.0% |
| 1Y | -65.0% | +185.8% | -250.8% | -71.8% |
| 3Y | -43.9% | -6.6% | -37.3% | -50.2% |
| 5Y | -49.2% | -52.4% | +3.1% | -56.8% |
| All | -49.2% | -54.2% | +5.0% | -56.8% |
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