-68.8%
FSLY vs FFIV
+42.4%
-111.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.2% |
| 7D | -22.4% | -2.1% | -20.3% | -19.7% |
| 30D | -45.5% | -33.8% | -11.7% | -22.0% |
| 3M | -30.4% | -20.6% | -9.8% | -14.7% |
| 6M | -22.1% | -10.2% | -11.8% | -14.9% |
| YTD | +57.0% | +24.5% | +32.5% | +22.3% |
| 1Y | +38.2% | +29.3% | +8.9% | +2.9% |
| 3Y | -2.5% | +103.8% | -106.3% | -60.4% |
| 5Y | -68.8% | +40.9% | -109.7% | -82.1% |
| All | -68.8% | +42.4% | -111.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling