-14.2%
FSLY vs COMP
+215.9%
-230.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -10.6% | +1.4% | -12.0% | -10.9% |
| 30D | -20.9% | -13.3% | -7.6% | -18.5% |
| 3M | +3.4% | +41.1% | -37.7% | -5.4% |
| 6M | +2.7% | +17.2% | -14.4% | -2.8% |
| YTD | +102.3% | +5.2% | +97.1% | +92.0% |
| 1Y | +182.1% | +18.9% | +163.1% | +156.2% |
| All | -14.2% | +215.9% | -230.2% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling