+210.0%
FSLR vs FSLY
-24.5%
+234.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.2% | -5.8% |
| 7D | -2.6% | -22.9% | +20.3% | 0.0% |
| 30D | +1.8% | -44.6% | +46.4% | +8.6% |
| 3M | -24.4% | -41.5% | +17.1% | -20.6% |
| 6M | -17.7% | -20.8% | +3.1% | -17.9% |
| YTD | -30.7% | +59.5% | -90.2% | -42.0% |
| 1Y | -33.6% | +36.1% | -69.7% | -43.1% |
| 3Y | +35.1% | -1.0% | +36.1% | +11.6% |
| 5Y | +63.1% | -66.9% | +130.0% | +46.5% |
| All | +210.0% | -24.5% | +234.5% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling