-3.5%
FSLY vs FLR
+92.3%
-95.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | +12.5% | -3.5% | +16.0% | +13.4% |
| 30D | -18.8% | +4.2% | -23.0% | -19.7% |
| 3M | +22.7% | +8.1% | +14.6% | +18.9% |
| 6M | -3.7% | +21.5% | -25.2% | -8.7% |
| YTD | +127.5% | +36.8% | +90.7% | +108.1% |
| 1Y | +193.5% | +31.2% | +162.3% | +169.8% |
| 3Y | -1.3% | +53.9% | -55.2% | -13.6% |
| 5Y | -47.3% | +243.0% | -290.4% | -60.2% |
| All | -3.5% | +92.3% | -95.7% | -23.1% |
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