+44.5%
FSLY vs FGI
+51.2%
-6.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.7% |
| 7D | +11.8% | +13.5% | -1.7% | +11.1% |
| 30D | -36.5% | +17.1% | -53.7% | -37.1% |
| 3M | -39.7% | +78.0% | -117.8% | -42.9% |
| 6M | -9.7% | +46.4% | -56.1% | -13.9% |
| YTD | +68.9% | +47.7% | +21.1% | +58.8% |
| 1Y | +44.5% | +56.8% | -12.3% | +42.9% |
| All | +44.5% | +51.2% | -6.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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