+1.4%
FSLY vs FGI
-0.1%
+1.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | -22.9% | -4.1% | -18.8% | -22.8% |
| 30D | -44.6% | -3.4% | -41.2% | -44.5% |
| 3M | -41.5% | +61.8% | -103.2% | -43.0% |
| 6M | -20.8% | +17.0% | -37.9% | -22.5% |
| YTD | +59.5% | +31.4% | +28.1% | +55.6% |
| 1Y | +36.1% | +42.7% | -6.5% | +32.6% |
| All | +1.4% | -0.1% | +1.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling