+119.1%
FN vs FSLY
-6.2%
+125.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.0% | +11.8% |
| 7D | +16.3% | -22.4% | +38.7% | +20.4% |
| 30D | -24.7% | -45.5% | +20.7% | -18.8% |
| 3M | -34.9% | -30.4% | -4.5% | -32.4% |
| 6M | -41.1% | -22.1% | -19.0% | -39.8% |
| YTD | -19.6% | +57.0% | -76.6% | -27.9% |
| 1Y | -18.5% | +38.2% | -56.8% | -25.6% |
| 3Y | +119.1% | -2.5% | +121.6% | +84.6% |
| All | +119.1% | -6.2% | +125.3% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling