-93.2%
FRMI vs FSLY
+161.0%
-254.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.4% | -10.6% |
| 7D | -39.7% | -22.2% | -17.6% | -38.4% |
| 30D | -55.2% | -19.1% | -36.0% | -54.3% |
| 3M | -71.2% | -15.7% | -55.5% | -70.8% |
| 6M | -64.1% | -23.5% | -40.6% | -63.8% |
| YTD | -77.2% | +106.6% | -183.9% | -78.2% |
| 1Y | -93.2% | +164.3% | -257.4% | -93.4% |
| All | -93.2% | +161.0% | -254.1% | -93.4% |
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