+108.6%
FOXA vs FSLY
-0.4%
+109.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.2% |
| 7D | -5.4% | +11.2% | -16.6% | -5.5% |
| 30D | +1.1% | -18.2% | +19.3% | +1.3% |
| 3M | -6.1% | +21.9% | -28.0% | -6.5% |
| 6M | +8.2% | +4.0% | +4.2% | +7.3% |
| YTD | -11.8% | +123.1% | -134.9% | -14.2% |
| 1Y | +9.9% | +196.9% | -186.9% | +3.9% |
| All | +108.6% | -0.4% | +109.0% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling