+164.3%
FSLY vs FDS
+31.1%
+133.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -22.2% | +9.4% | -31.6% | -23.2% |
| 30D | -19.1% | +23.8% | -42.9% | -22.3% |
| 3M | -15.7% | +25.1% | -40.8% | -19.5% |
| 6M | -23.5% | +53.8% | -77.3% | -31.4% |
| YTD | +106.6% | +19.6% | +87.1% | +49.9% |
| 1Y | +164.3% | +31.6% | +132.6% | +137.4% |
| All | +164.3% | +31.1% | +133.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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