-30.7%
FSLY vs FLR
+73.8%
-104.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +4.9% | +5.4% | -0.5% | +3.4% |
| 30D | -33.5% | +2.8% | -36.4% | -33.6% |
| 3M | -44.6% | -6.4% | -38.2% | -43.5% |
| 6M | -9.2% | +8.8% | -18.0% | -11.6% |
| YTD | +63.3% | +23.6% | +39.7% | +53.9% |
| 1Y | +45.3% | +13.8% | +31.5% | +39.8% |
| 3Y | +3.7% | +36.5% | -32.7% | -6.1% |
| 5Y | -67.2% | +119.3% | -186.5% | -72.9% |
| All | -30.7% | +73.8% | -104.5% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling