-2.5%
FSLY vs FFIV
+103.5%
-106.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.8% |
| 7D | -22.4% | -2.1% | -20.3% | -20.3% |
| 30D | -45.5% | -33.8% | -11.7% | -28.5% |
| 3M | -30.4% | -20.6% | -9.8% | -18.4% |
| 6M | -22.1% | -10.2% | -11.8% | -15.2% |
| YTD | +57.0% | +24.5% | +32.5% | +36.1% |
| 1Y | +38.2% | +29.3% | +8.9% | +15.8% |
| 3Y | -2.5% | +103.8% | -106.3% | -53.4% |
| All | -2.5% | +103.5% | -106.0% | -53.4% |
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