-33.4%
FSLY vs FFIV
+125.3%
-158.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.9% |
| 7D | -22.4% | -2.1% | -20.3% | -20.1% |
| 30D | -45.5% | -33.8% | -11.7% | -25.7% |
| 3M | -30.4% | -20.6% | -9.8% | -16.6% |
| 6M | -22.1% | -10.2% | -11.8% | -15.1% |
| YTD | +57.0% | +24.5% | +32.5% | +30.1% |
| 1Y | +38.2% | +29.3% | +8.9% | +10.6% |
| 3Y | -2.5% | +103.8% | -106.3% | -47.2% |
| 5Y | -68.8% | +40.9% | -109.7% | -77.9% |
| All | -33.4% | +125.3% | -158.7% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling