-14.2%
FSLY vs FGI
-4.4%
-9.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -2.7% |
| 7D | -10.6% | +0.5% | -11.2% | -10.7% |
| 30D | -20.9% | +65.4% | -86.3% | -23.0% |
| 3M | +3.4% | +23.5% | -20.1% | +1.2% |
| 6M | +2.7% | +60.5% | -57.8% | +0.2% |
| YTD | +102.3% | +30.0% | +72.3% | +97.2% |
| 1Y | +182.1% | +82.1% | +100.0% | +173.1% |
| All | -14.2% | -4.4% | -9.9% | -17.6% |
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