+44.5%
FSLY vs COMP
+16.2%
+28.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.7% | +1.4% |
| 7D | -31.4% | +13.4% | -44.9% | -32.2% |
| 30D | -37.3% | +11.1% | -48.4% | -37.8% |
| 3M | -30.1% | -18.8% | -11.3% | -28.4% |
| 6M | -49.8% | +10.5% | -60.3% | -50.2% |
| YTD | +55.7% | -3.4% | +59.1% | +25.9% |
| 1Y | +44.5% | +19.7% | +24.8% | +1.7% |
| All | +44.5% | +16.2% | +28.3% | +1.7% |
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