-52.4%
FSLY vs FDS
-20.4%
-32.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.3% | +8.7% | +6.7% |
| 7D | +3.5% | -5.4% | +8.8% | +6.5% |
| 30D | -6.4% | +1.6% | -8.0% | -8.0% |
| 3M | +10.9% | +17.7% | -6.9% | -2.1% |
| 6M | +6.7% | +29.1% | -22.4% | -15.2% |
| YTD | +111.1% | +1.0% | +110.1% | +95.8% |
| 1Y | +185.8% | -21.6% | +207.4% | +220.4% |
| 3Y | -6.6% | -30.1% | +23.5% | +12.1% |
| 5Y | -52.4% | -20.7% | -31.6% | -38.3% |
| All | -52.4% | -20.4% | -32.0% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling