-37.4%
FSLY vs FGI
-74.8%
+37.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -25.2% | +21.9% | -2.3% |
| 7D | +4.9% | -14.4% | +19.3% | +5.4% |
| 30D | -33.5% | -11.8% | -21.8% | -33.3% |
| 3M | -44.6% | -46.2% | +1.6% | -43.5% |
| 6M | -9.2% | +5.2% | -14.4% | -12.0% |
| YTD | +63.3% | +10.5% | +52.7% | +56.2% |
| 1Y | +45.3% | +25.5% | +19.8% | +37.3% |
| 3Y | +3.7% | -16.0% | +19.7% | -4.6% |
| All | -37.4% | -74.8% | +37.4% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling