-2.5%
FSLY vs COMP
+431.5%
-434.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.4% |
| 7D | -22.4% | +14.5% | -37.0% | -24.3% |
| 30D | -45.5% | +14.9% | -60.4% | -46.9% |
| 3M | -30.4% | -14.2% | -16.2% | -28.4% |
| 6M | -22.1% | +23.7% | -45.8% | -26.5% |
| YTD | +57.0% | +2.1% | +54.9% | +50.1% |
| 1Y | +38.2% | +26.2% | +12.0% | +25.2% |
| 3Y | -2.5% | +470.9% | -473.4% | -54.0% |
| All | -2.5% | +431.5% | -434.0% | -54.0% |
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