+21.5%
FLUT vs FSLY
-4.2%
+25.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | -1.6% | -10.6% | +9.0% | -0.9% |
| 30D | +7.7% | -20.9% | +28.6% | +9.1% |
| 3M | -0.7% | +3.4% | -4.1% | -1.7% |
| 6M | -11.2% | +2.7% | -13.9% | -13.8% |
| YTD | -53.4% | +102.3% | -155.7% | -58.2% |
| 1Y | -65.8% | +182.1% | -247.8% | -70.4% |
| 3Y | -44.9% | -14.6% | -30.4% | -49.5% |
| 5Y | -49.7% | -55.9% | +6.2% | -55.8% |
| All | +21.5% | -4.2% | +25.7% | +9.8% |
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 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