-52.4%
FSLY vs A
-14.2%
-38.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.0% | +6.3% |
| 7D | +3.5% | -2.1% | +5.5% | +4.8% |
| 30D | -6.4% | +0.6% | -7.0% | -6.8% |
| 3M | +10.9% | +10.9% | 0.0% | +1.9% |
| 6M | +6.7% | +28.2% | -21.5% | -14.6% |
| YTD | +111.1% | +8.6% | +102.5% | +90.5% |
| 1Y | +185.8% | +15.5% | +170.2% | +143.7% |
| 3Y | -6.6% | +31.8% | -38.4% | -33.6% |
| 5Y | -52.4% | -14.9% | -37.5% | -46.6% |
| All | -52.4% | -14.2% | -38.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling