+33.9%
FSLY vs FFIV
+28.8%
+5.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.5% |
| 7D | -22.4% | -2.1% | -20.3% | -20.5% |
| 30D | -45.5% | -33.8% | -11.7% | -33.1% |
| 3M | -30.4% | -20.6% | -9.8% | -20.8% |
| 6M | -22.1% | -10.2% | -11.8% | -10.9% |
| YTD | +57.0% | +24.5% | +32.5% | +80.1% |
| All | +33.9% | +28.8% | +5.1% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling