-14.2%
FSLY vs FIVE
+50.0%
-64.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.0% |
| 7D | -10.6% | +4.3% | -14.9% | -11.8% |
| 30D | -20.9% | +12.5% | -33.4% | -24.2% |
| 3M | +3.4% | +31.2% | -27.8% | -5.6% |
| 6M | +2.7% | +14.4% | -11.6% | -1.3% |
| YTD | +102.3% | +33.9% | +68.4% | +85.4% |
| 1Y | +182.1% | +65.1% | +117.0% | +141.8% |
| All | -14.2% | +50.0% | -64.3% | -37.1% |
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