-50.2%
FSLY vs FLR
+245.1%
-295.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.8% | +6.9% |
| 7D | +11.2% | -3.1% | +14.3% | +12.5% |
| 30D | -18.2% | +4.9% | -23.1% | -19.9% |
| 3M | +21.9% | +10.8% | +11.1% | +13.8% |
| 6M | +4.0% | +19.7% | -15.6% | -5.1% |
| YTD | +123.1% | +38.4% | +84.7% | +88.2% |
| 1Y | +196.9% | +34.7% | +162.2% | +149.7% |
| 3Y | -1.3% | +56.7% | -57.9% | -27.5% |
| 5Y | -50.2% | +241.6% | -291.8% | -73.9% |
| All | -50.2% | +245.1% | -295.3% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling