-30.7%
FSLY vs A
+168.4%
-199.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.7% |
| 7D | +4.9% | -0.5% | +5.3% | +5.1% |
| 30D | -33.5% | 0.0% | -33.5% | -32.8% |
| 3M | -44.6% | +16.7% | -61.3% | -50.8% |
| 6M | -9.2% | +54.8% | -64.1% | -37.1% |
| YTD | +63.3% | +28.8% | +34.5% | +28.0% |
| 1Y | +45.3% | +19.3% | +26.0% | +22.2% |
| 3Y | +3.7% | +65.5% | -61.8% | -38.5% |
| 5Y | -67.2% | +12.1% | -79.2% | -71.6% |
| All | -30.7% | +168.4% | -199.1% | -72.7% |
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