+94.6%
FOXA vs FSLY
+7.7%
+86.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | +0.8% | +12.5% | -11.7% | +0.4% |
| 30D | +5.0% | -18.8% | +23.9% | +5.6% |
| 3M | -3.0% | +22.7% | -25.7% | -4.0% |
| 6M | +14.8% | -3.7% | +18.5% | +13.4% |
| YTD | -8.9% | +127.5% | -136.4% | -13.7% |
| 1Y | +13.3% | +193.5% | -180.2% | +5.3% |
| 3Y | +115.4% | -1.3% | +116.7% | +105.1% |
| 5Y | +95.3% | -47.3% | +142.6% | +80.5% |
| All | +94.6% | +7.7% | +86.9% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling