-77.5%
FSLY vs COMP
-52.0%
-25.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.7% | -0.6% |
| 7D | -31.4% | +13.4% | -44.9% | -34.1% |
| 30D | -37.3% | +11.1% | -48.4% | -39.5% |
| 3M | -30.1% | -18.8% | -11.3% | -25.5% |
| 6M | -49.8% | +10.5% | -60.3% | -52.3% |
| YTD | +55.7% | -3.4% | +59.1% | +48.0% |
| 1Y | +44.5% | +19.7% | +24.8% | +26.4% |
| 3Y | -4.3% | +381.6% | -385.9% | -59.9% |
| 5Y | -68.2% | -17.6% | -50.6% | -75.5% |
| All | -77.5% | -52.0% | -25.5% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling