+164.3%
FSLY vs FLR
+2.5%
+161.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -22.2% | +1.4% | -23.5% | -22.4% |
| 30D | -19.1% | -5.9% | -13.2% | -18.3% |
| 3M | -15.7% | -7.6% | -8.1% | -15.6% |
| 6M | -23.5% | -9.3% | -14.2% | -22.6% |
| YTD | +106.6% | +20.1% | +86.5% | +121.0% |
| 1Y | +164.3% | +3.0% | +161.3% | +163.1% |
| All | +164.3% | +2.5% | +161.7% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling