-32.3%
FSLY vs FIVE
+100.5%
-132.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -22.9% | +7.3% | -30.3% | -25.0% |
| 30D | -44.6% | +18.1% | -62.6% | -48.3% |
| 3M | -41.5% | +7.7% | -49.2% | -43.5% |
| 6M | -20.8% | +13.6% | -34.4% | -26.4% |
| YTD | +59.5% | +34.6% | +24.9% | +38.5% |
| 1Y | +36.1% | +66.2% | -30.1% | +7.2% |
| 3Y | -1.0% | +43.5% | -44.4% | -24.8% |
| 5Y | -66.9% | +20.7% | -87.6% | -73.5% |
| All | -32.3% | +100.5% | -132.8% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling