-14.2%
FSLY vs FLR
+99.2%
-113.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | -10.6% | +5.4% | -16.1% | -11.8% |
| 30D | -20.9% | +11.4% | -32.3% | -23.5% |
| 3M | +3.4% | +11.4% | -8.0% | -0.4% |
| 6M | +2.7% | +16.6% | -13.9% | -1.7% |
| YTD | +102.3% | +41.7% | +60.5% | +83.5% |
| 1Y | +182.1% | +35.4% | +146.6% | +157.3% |
| 3Y | -14.6% | +57.3% | -71.9% | -25.6% |
| 5Y | -55.9% | +241.0% | -296.9% | -66.7% |
| All | -14.2% | +99.2% | -113.4% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling