+512.7%
FN vs FSLY
-28.5%
+541.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -26.9% | +12.6% | -10.8% |
| 7D | -16.0% | -40.0% | +24.0% | -10.5% |
| 30D | -40.1% | -39.7% | -0.4% | -36.3% |
| 3M | -43.9% | -40.9% | -3.0% | -40.9% |
| 6M | -55.6% | -52.5% | -3.2% | -52.6% |
| YTD | -35.7% | +51.1% | -86.7% | -42.7% |
| 1Y | -39.8% | +90.6% | -130.4% | -48.6% |
| 3Y | +80.3% | -12.4% | +92.7% | +60.2% |
| 5Y | +143.3% | -69.1% | +212.4% | +119.9% |
| All | +512.7% | -28.5% | +541.1% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling