-70.7%
FSLY vs COMP
-47.7%
-23.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -10.6% | +1.4% | -12.0% | -11.0% |
| 30D | -20.9% | -13.3% | -7.6% | -17.1% |
| 3M | +3.4% | +41.1% | -37.7% | -9.9% |
| 6M | +2.7% | +17.2% | -14.4% | -6.0% |
| YTD | +102.3% | +5.2% | +97.1% | +87.4% |
| 1Y | +182.1% | +18.9% | +163.1% | +145.2% |
| 3Y | -14.6% | +215.9% | -230.5% | -56.9% |
| 5Y | -55.9% | -31.2% | -24.7% | -63.7% |
| All | -70.7% | -47.7% | -23.0% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling