-55.6%
FSLY vs ACWI
+67.7%
-123.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | -10.6% | +0.5% | -11.1% | -11.5% |
| 30D | -20.9% | +0.9% | -21.8% | -22.0% |
| 3M | +3.4% | +2.4% | +1.0% | -1.2% |
| 6M | +2.7% | +12.4% | -9.6% | -19.4% |
| YTD | +102.3% | +15.2% | +87.1% | +47.9% |
| 1Y | +182.1% | +22.7% | +159.3% | +77.8% |
| 3Y | -14.6% | +75.8% | -90.3% | -77.4% |
| All | -55.6% | +67.7% | -123.2% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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