+3.7%
FSLY vs FFIV
+95.4%
-91.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.4% |
| 7D | +4.9% | -0.5% | +5.4% | +5.3% |
| 30D | -33.5% | -32.4% | -1.1% | -14.2% |
| 3M | -44.6% | -25.7% | -18.9% | -32.2% |
| 6M | -9.2% | -13.5% | +4.3% | +1.4% |
| YTD | +63.3% | +21.1% | +42.2% | +44.4% |
| 1Y | +45.3% | +29.4% | +15.9% | +21.4% |
| 3Y | +3.7% | +94.9% | -91.1% | -48.1% |
| All | +3.7% | +95.4% | -91.6% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling