+164.3%
FSLY vs FND
-10.3%
+174.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -0.2% |
| 7D | -22.2% | +12.3% | -34.5% | -22.1% |
| 30D | -19.1% | +14.7% | -33.9% | -19.1% |
| 3M | -15.7% | -12.0% | -3.7% | -15.1% |
| 6M | -23.5% | +10.8% | -34.2% | -23.3% |
| YTD | +106.6% | -12.3% | +118.9% | +114.7% |
| 1Y | +164.3% | -13.4% | +177.7% | +179.4% |
| All | +164.3% | -10.3% | +174.5% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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