-32.3%
FSLY vs FDS
+27.5%
-59.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | -22.9% | -2.0% | -20.9% | -22.1% |
| 30D | -44.6% | +13.5% | -58.1% | -49.6% |
| 3M | -41.5% | +15.2% | -56.6% | -48.0% |
| 6M | -20.8% | +47.0% | -67.9% | -42.6% |
| YTD | +59.5% | +13.9% | +45.6% | +33.1% |
| 1Y | +36.1% | +25.2% | +11.0% | +4.0% |
| 3Y | -1.0% | -25.3% | +24.4% | +10.3% |
| 5Y | -66.9% | -23.3% | -43.6% | -63.6% |
| All | -32.3% | +27.5% | -59.8% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling