+16.5%
FSLR vs FSLY
+1.6%
+15.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +2.2% | +12.5% | -10.2% | +1.3% |
| 30D | -7.8% | -18.8% | +11.0% | -6.6% |
| 3M | -22.9% | +22.7% | -45.6% | -24.7% |
| 6M | +4.4% | -3.7% | +8.1% | +1.8% |
| YTD | -20.0% | +127.5% | -147.5% | -28.7% |
| 1Y | +2.8% | +193.5% | -190.7% | -12.9% |
| 3Y | +16.5% | -1.3% | +17.9% | +4.2% |
| All | +16.5% | +1.6% | +15.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling