+86.9%
FOXA vs FSLY
-49.3%
+136.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.3% |
| 7D | -5.4% | +11.2% | -16.6% | -5.9% |
| 30D | +1.1% | -18.2% | +19.3% | +1.9% |
| 3M | -6.1% | +21.9% | -28.0% | -7.4% |
| 6M | +8.2% | +4.0% | +4.2% | +5.9% |
| YTD | -11.8% | +123.1% | -134.9% | -18.5% |
| 1Y | +9.9% | +196.9% | -186.9% | -1.8% |
| 3Y | +110.7% | -1.3% | +112.0% | +97.8% |
| 5Y | +86.9% | -50.2% | +137.2% | +71.2% |
| All | +86.9% | -49.3% | +136.3% | +71.2% |
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 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