-33.9%
FSLY vs FIVE
+90.0%
-123.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -31.4% | -0.3% | -31.2% | -31.0% |
| 30D | -37.3% | +17.7% | -55.0% | -41.4% |
| 3M | -30.1% | +4.0% | -34.1% | -31.7% |
| 6M | -49.8% | +2.6% | -52.4% | -50.5% |
| YTD | +55.7% | +27.6% | +28.1% | +38.5% |
| 1Y | +44.5% | +59.9% | -15.5% | +15.8% |
| 3Y | -4.3% | +35.8% | -40.1% | -25.5% |
| 5Y | -68.2% | +14.4% | -82.6% | -73.8% |
| All | -33.9% | +90.0% | -123.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling