+0.1%
FLUT vs FSLY
-24.5%
+24.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -1.5% | -22.9% | +21.5% | -0.1% |
| 30D | +3.4% | -44.6% | +48.0% | +6.8% |
| 3M | -12.5% | -41.5% | +29.0% | -10.5% |
| 6M | -18.5% | -20.8% | +2.4% | -18.9% |
| YTD | -61.6% | +59.5% | -121.2% | -65.4% |
| 1Y | -64.1% | +36.1% | -100.2% | -67.2% |
| 3Y | -44.5% | -1.0% | -43.5% | -50.4% |
| 5Y | -51.3% | -66.9% | +15.7% | -57.0% |
| All | +0.1% | -24.5% | +24.6% | -9.2% |
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