+13.3%
FOXA vs FSLY
+210.9%
-197.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.2% |
| 7D | +0.8% | +12.5% | -11.7% | +1.2% |
| 30D | +5.0% | -18.8% | +23.9% | +4.3% |
| 3M | -3.0% | +22.7% | -25.7% | -2.1% |
| 6M | +14.8% | -3.7% | +18.5% | +16.2% |
| YTD | -8.9% | +127.5% | -136.4% | -1.1% |
| 1Y | +13.3% | +193.5% | -180.2% | +20.8% |
| All | +13.3% | +210.9% | -197.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling