-40.9%
FSLY vs FGI
+59.9%
-100.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | 0.0% | -26.9% | -26.9% |
| 7D | -40.0% | -11.6% | -28.4% | -39.7% |
| 30D | -39.7% | -3.3% | -36.4% | -39.6% |
| 3M | -40.9% | +65.6% | -106.5% | -43.3% |
| All | -40.9% | +59.9% | -100.8% | -43.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling