+228.2%
FSLR vs FSLY
-25.7%
+253.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.6% | -4.8% |
| 7D | +5.3% | -22.4% | +27.7% | +8.0% |
| 30D | +7.8% | -45.5% | +53.2% | +15.3% |
| 3M | -23.4% | -30.4% | +7.0% | -21.7% |
| 6M | -12.9% | -22.1% | +9.2% | -12.9% |
| YTD | -26.7% | +57.0% | -83.6% | -38.5% |
| 1Y | -28.4% | +38.2% | -66.6% | -38.8% |
| 3Y | +44.6% | -2.5% | +47.1% | +19.6% |
| 5Y | +67.9% | -68.8% | +136.8% | +52.3% |
| All | +228.2% | -25.7% | +253.9% | +135.8% |
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 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