-20.9%
FN vs FSLY
+41.0%
-61.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | +20.8% | +11.8% | +9.0% | +19.1% |
| 30D | -17.3% | -36.5% | +19.3% | -13.1% |
| 3M | -38.1% | -39.7% | +1.6% | -35.0% |
| 6M | -44.2% | -9.7% | -34.6% | -43.4% |
| YTD | -22.3% | +68.9% | -91.1% | -23.6% |
| 1Y | -20.9% | +44.5% | -65.4% | -19.1% |
| All | -20.9% | +41.0% | -61.9% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling