+584.1%
FN vs FSLY
-26.3%
+610.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.1% | +8.6% | +11.3% |
| 7D | 0.0% | -31.4% | +31.4% | +4.8% |
| 30D | -34.3% | -37.3% | +3.0% | -30.5% |
| 3M | -39.9% | -30.1% | -9.7% | -37.8% |
| 6M | -51.8% | -49.8% | -2.0% | -48.9% |
| YTD | -28.1% | +55.7% | -83.8% | -36.2% |
| 1Y | -29.1% | +44.5% | -73.6% | -36.5% |
| 3Y | +102.4% | -4.3% | +106.8% | +78.1% |
| 5Y | +171.7% | -68.2% | +239.8% | +144.7% |
| All | +584.1% | -26.3% | +610.4% | +432.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling