-4.3%
FSLY vs CAPR
+214.7%
-219.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.6% | +3.0% |
| 7D | -31.4% | +41.1% | -72.5% | -31.6% |
| 30D | -37.3% | +11.1% | -48.4% | -37.3% |
| 3M | -30.1% | +115.3% | -145.4% | -30.6% |
| 6M | -49.8% | -73.8% | +24.0% | -49.4% |
| YTD | +55.7% | -68.8% | +124.5% | +56.6% |
| 1Y | +44.5% | +43.3% | +1.2% | +39.8% |
| 3Y | -4.3% | +214.7% | -219.0% | -28.7% |
| All | -4.3% | +214.7% | -219.0% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling