+164.3%
FSLY vs COMP
+23.8%
+140.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.7% |
| 7D | -22.2% | +9.5% | -31.7% | -22.7% |
| 30D | -19.1% | +8.1% | -27.2% | -19.6% |
| 3M | -15.7% | -16.3% | +0.6% | -14.4% |
| 6M | -23.5% | +42.2% | -65.7% | -23.4% |
| YTD | +106.6% | -5.0% | +111.6% | +73.6% |
| 1Y | +164.3% | +20.1% | +144.2% | +139.9% |
| All | +164.3% | +23.8% | +140.5% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling