-14.2%
FSLY vs FDS
+18.1%
-32.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.3% |
| 7D | -10.6% | -1.9% | -8.7% | -9.5% |
| 30D | -20.9% | +9.0% | -29.9% | -25.7% |
| 3M | +3.4% | +18.9% | -15.4% | -10.4% |
| 6M | +2.7% | +35.1% | -32.4% | -22.2% |
| YTD | +102.3% | +5.5% | +96.8% | +81.1% |
| 1Y | +182.1% | -16.8% | +198.9% | +194.4% |
| 3Y | -14.6% | -28.1% | +13.5% | -1.3% |
| 5Y | -55.9% | -17.4% | -38.5% | -53.4% |
| All | -14.2% | +18.1% | -32.3% | -30.0% |
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