-22.1%
FPS vs FSLY
+95.4%
-117.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.8% | +15.2% | +15.9% |
| 7D | -8.0% | -22.4% | +14.4% | -5.0% |
| 30D | -43.5% | -45.5% | +1.9% | -40.3% |
| 3M | -41.6% | -30.4% | -11.2% | -39.1% |
| 6M | -44.0% | -22.1% | -21.9% | -42.2% |
| All | -22.1% | +95.4% | -117.4% | -14.8% |
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