-75.6%
FSLY vs COMP
-52.8%
-22.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +11.8% | +8.9% | +2.9% | +8.2% |
| 30D | -36.5% | +14.0% | -50.5% | -39.4% |
| 3M | -39.7% | -21.1% | -18.6% | -35.2% |
| 6M | -9.7% | +20.1% | -29.8% | -17.8% |
| YTD | +68.9% | -5.0% | +73.9% | +61.1% |
| 1Y | +44.5% | +5.7% | +38.8% | +32.2% |
| 3Y | +4.8% | +412.2% | -407.4% | -57.2% |
| 5Y | -66.0% | -12.1% | -54.0% | -74.6% |
| All | -75.6% | -52.8% | -22.8% | -77.8% |
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