-5.3%
FSLY vs A
+123.0%
-128.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.8% |
| 7D | +11.2% | -4.4% | +15.5% | +14.8% |
| 30D | -18.2% | -2.7% | -15.5% | -16.7% |
| 3M | +21.9% | +7.0% | +14.9% | +14.5% |
| 6M | +4.0% | +24.6% | -20.6% | -16.1% |
| YTD | +123.1% | +7.0% | +116.1% | +101.0% |
| 1Y | +196.9% | +15.6% | +181.3% | +149.6% |
| 3Y | -1.3% | +29.9% | -31.2% | -28.8% |
| 5Y | -50.2% | -15.4% | -34.8% | -46.2% |
| All | -5.3% | +123.0% | -128.3% | -57.1% |
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