-10.4%
FSLY vs FFIV
+176.3%
-186.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +3.5% | -1.5% | +5.0% | +4.7% |
| 30D | -6.4% | -2.7% | -3.8% | -3.8% |
| 3M | +10.9% | -1.7% | +12.5% | +12.8% |
| 6M | +6.7% | +36.1% | -29.4% | -14.2% |
| YTD | +111.1% | +52.6% | +58.5% | +50.2% |
| 1Y | +185.8% | +21.5% | +164.3% | +141.7% |
| 3Y | -6.6% | +142.7% | -149.2% | -55.4% |
| 5Y | -52.4% | +92.6% | -145.0% | -72.8% |
| All | -10.4% | +176.3% | -186.7% | -59.9% |
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