-22.4%
FSLY vs FGI
-70.4%
+48.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -2.8% |
| 7D | -10.6% | +0.5% | -11.2% | -10.7% |
| 30D | -20.9% | +65.4% | -86.3% | -24.2% |
| 3M | +3.4% | +23.5% | -20.1% | 0.0% |
| 6M | +2.7% | +60.5% | -57.8% | -2.6% |
| YTD | +102.3% | +30.0% | +72.3% | +92.6% |
| 1Y | +182.1% | +82.1% | +100.0% | +156.3% |
| 3Y | -14.6% | -4.4% | -10.2% | -21.5% |
| All | -22.4% | -70.4% | +48.0% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling