+585.9%
FN vs FSLY
-22.7%
+608.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -4.0% | -6.9% |
| 7D | +0.3% | +4.9% | -4.6% | -0.3% |
| 30D | -16.5% | -33.5% | +17.0% | -12.2% |
| 3M | -42.1% | -44.6% | +2.5% | -38.2% |
| 6M | -52.9% | -9.2% | -43.7% | -52.9% |
| YTD | -28.0% | +63.3% | -91.2% | -36.4% |
| 1Y | -18.5% | +45.3% | -63.8% | -27.1% |
| 3Y | +93.9% | +3.7% | +90.1% | +68.9% |
| 5Y | +170.5% | -67.2% | +237.7% | +142.6% |
| All | +585.9% | -22.7% | +608.6% | +430.5% |
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