-6.6%
FSLY vs CAPR
+42.0%
-48.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.0% | +4.4% |
| 7D | +3.5% | -9.5% | +13.0% | +3.5% |
| 30D | -6.4% | +121.5% | -127.9% | -7.0% |
| 3M | +10.9% | -65.4% | +76.3% | +11.5% |
| 6M | +6.7% | -67.5% | +74.2% | +7.4% |
| YTD | +111.1% | -68.6% | +179.7% | +112.4% |
| 1Y | +185.8% | +42.7% | +143.1% | +176.0% |
| 3Y | -6.6% | +43.4% | -49.9% | -22.8% |
| All | -6.6% | +42.0% | -48.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling