-33.4%
FSLY vs FDS
+27.8%
-61.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -22.4% | -5.0% | -17.5% | -20.2% |
| 30D | -45.5% | +13.8% | -59.2% | -50.5% |
| 3M | -30.4% | +14.8% | -45.2% | -38.1% |
| 6M | -22.1% | +47.4% | -69.5% | -43.6% |
| YTD | +57.0% | +14.2% | +42.8% | +30.8% |
| 1Y | +38.2% | +26.6% | +11.6% | +4.7% |
| 3Y | -2.5% | -24.4% | +21.9% | +7.5% |
| 5Y | -68.8% | -22.6% | -46.2% | -65.9% |
| All | -33.4% | +27.8% | -61.2% | -49.4% |
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 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