+164.3%
FSLY vs FIVE
+63.3%
+101.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -1.5% |
| 7D | -22.2% | +7.5% | -29.7% | -23.3% |
| 30D | -19.1% | +16.7% | -35.8% | -21.6% |
| 3M | -15.7% | +13.4% | -29.1% | -19.1% |
| 6M | -23.5% | +9.0% | -32.5% | -25.0% |
| YTD | +106.6% | +33.8% | +72.8% | +130.9% |
| 1Y | +164.3% | +61.2% | +103.1% | +261.9% |
| All | +164.3% | +63.3% | +101.0% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling