-5.3%
FSLY vs FFIV
+187.0%
-192.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +2.7% |
| 7D | +11.2% | +3.5% | +7.7% | +8.4% |
| 30D | -18.2% | -1.3% | -16.9% | -16.9% |
| 3M | +21.9% | +2.4% | +19.5% | +20.2% |
| 6M | +4.0% | +41.8% | -37.8% | -18.9% |
| YTD | +123.1% | +58.5% | +64.6% | +54.3% |
| 1Y | +196.9% | +24.3% | +172.5% | +147.1% |
| 3Y | -1.3% | +152.0% | -153.3% | -54.2% |
| 5Y | -50.2% | +99.1% | -149.3% | -72.3% |
| All | -5.3% | +187.0% | -192.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling