-55.6%
FSLY vs CAPR
+84.7%
-140.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -10.6% | -2.0% | -8.7% | -10.6% |
| 30D | -20.9% | +139.2% | -160.1% | -22.5% |
| 3M | +3.4% | -66.4% | +69.8% | +4.5% |
| 6M | +2.7% | -63.1% | +65.9% | +3.5% |
| YTD | +102.3% | -67.4% | +169.7% | +104.1% |
| 1Y | +182.1% | +58.2% | +123.8% | +156.7% |
| 3Y | -14.6% | +42.2% | -56.8% | -35.1% |
| All | -55.6% | +84.7% | -140.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling