+289.3%
FN vs FSLY
-55.9%
+345.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.5% |
| 7D | -1.7% | -10.6% | +9.0% | -0.2% |
| 30D | -22.0% | -20.9% | -1.1% | -20.0% |
| 3M | -43.0% | +3.4% | -46.4% | -43.7% |
| 6M | -27.7% | +2.7% | -30.5% | -31.0% |
| YTD | -10.5% | +102.3% | -112.8% | -24.6% |
| 1Y | +12.5% | +182.1% | -169.6% | -11.9% |
| 3Y | +153.8% | -14.6% | +168.4% | +122.8% |
| All | +289.3% | -55.9% | +345.2% | +210.9% |
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