+185.8%
FSLY vs FDS
-20.8%
+206.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +5.0% |
| 7D | +3.5% | -5.4% | +8.8% | +4.3% |
| 30D | -6.4% | +1.6% | -8.0% | -6.7% |
| 3M | +10.9% | +17.7% | -6.9% | +6.7% |
| 6M | +6.7% | +29.1% | -22.4% | +0.4% |
| YTD | +111.1% | +1.0% | +110.1% | +73.8% |
| 1Y | +185.8% | -21.6% | +207.4% | +133.5% |
| All | +185.8% | -20.8% | +206.6% | +133.5% |
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