-77.3%
FSLY vs COMP
-49.2%
-28.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -1.1% |
| 7D | -22.4% | +14.5% | -37.0% | -25.6% |
| 30D | -45.5% | +14.9% | -60.4% | -47.9% |
| 3M | -30.4% | -14.2% | -16.2% | -27.2% |
| 6M | -22.1% | +23.7% | -45.8% | -29.7% |
| YTD | +57.0% | +2.1% | +54.9% | +46.3% |
| 1Y | +38.2% | +26.2% | +12.0% | +18.7% |
| 3Y | -2.5% | +470.9% | -473.4% | -61.8% |
| 5Y | -68.8% | -14.0% | -54.8% | -76.4% |
| All | -77.3% | -49.2% | -28.0% | -79.8% |
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