-65.3%
FSLY vs FIVE
+17.0%
-82.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | +11.8% | +2.4% | +9.3% | +10.2% |
| 30D | -36.5% | +15.8% | -52.4% | -41.0% |
| 3M | -39.7% | +3.8% | -43.5% | -41.1% |
| 6M | -9.7% | +18.5% | -28.2% | -19.1% |
| YTD | +68.9% | +31.2% | +37.6% | +44.7% |
| 1Y | +44.5% | +61.8% | -17.4% | +10.4% |
| 3Y | +4.8% | +39.9% | -35.1% | -19.3% |
| All | -65.3% | +17.0% | -82.3% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling