-78.1%
FSLY vs COMP
-56.6%
-21.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -8.2% | -18.7% | -24.1% |
| 7D | -40.0% | -1.8% | -38.2% | -39.3% |
| 30D | -39.7% | -0.8% | -39.0% | -39.4% |
| 3M | -40.9% | -28.1% | -12.8% | -34.1% |
| 6M | -52.5% | +27.0% | -79.5% | -57.7% |
| YTD | +51.1% | -12.8% | +63.9% | +48.9% |
| 1Y | +90.6% | +4.9% | +85.7% | +74.3% |
| 3Y | -12.4% | +321.0% | -333.4% | -61.3% |
| 5Y | -69.1% | -25.6% | -43.5% | -75.3% |
| All | -78.1% | -56.6% | -21.5% | -79.5% |
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