+175.6%
FN vs FSLY
-67.3%
+242.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -4.0% | -6.8% |
| 7D | +0.3% | +4.9% | -4.6% | -0.4% |
| 30D | -16.5% | -33.5% | +17.0% | -11.5% |
| 3M | -42.1% | -44.6% | +2.5% | -37.5% |
| 6M | -52.9% | -9.2% | -43.7% | -52.9% |
| YTD | -28.0% | +63.3% | -91.2% | -38.0% |
| 1Y | -18.5% | +45.3% | -63.8% | -28.6% |
| 3Y | +93.9% | +3.7% | +90.1% | +63.4% |
| All | +175.6% | -67.3% | +242.9% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling