-28.1%
FSLY vs A
+173.0%
-201.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.7% |
| 7D | -17.9% | -0.1% | -17.8% | -17.3% |
| 30D | -34.7% | +3.3% | -38.0% | -35.6% |
| 3M | -40.0% | +18.5% | -58.6% | -47.3% |
| 6M | -11.8% | +59.3% | -71.1% | -40.3% |
| YTD | +69.5% | +31.0% | +38.5% | +31.3% |
| 1Y | +44.0% | +19.3% | +24.6% | +21.4% |
| 3Y | +5.2% | +66.8% | -61.6% | -37.9% |
| 5Y | -65.6% | +15.5% | -81.1% | -70.9% |
| All | -28.1% | +173.0% | -201.0% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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