+3.7%
FSLY vs FIVE
+40.0%
-36.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | -33.5% | +12.7% | -46.2% | -35.5% |
| 3M | -44.6% | +2.1% | -46.7% | -45.0% |
| 6M | -9.2% | +17.5% | -26.7% | -14.2% |
| YTD | +63.3% | +31.0% | +32.3% | +51.5% |
| 1Y | +45.3% | +67.7% | -22.5% | +25.8% |
| 3Y | +3.7% | +43.4% | -39.6% | -26.8% |
| All | +3.7% | +40.0% | -36.2% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling