+6.9%
FPS vs FSLY
+177.6%
-170.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -4.4% |
| 7D | +5.3% | +11.2% | -5.8% | +4.6% |
| 30D | -17.6% | -18.2% | +0.6% | -16.7% |
| 3M | -45.8% | +21.9% | -67.7% | -46.3% |
| 6M | -10.1% | +4.0% | -14.2% | -9.2% |
| All | +6.9% | +177.6% | -170.8% | +12.1% |
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