-30.7%
FSLY vs FND
+16.9%
-47.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.2% |
| 7D | +4.9% | -6.8% | +11.7% | +8.5% |
| 30D | -33.5% | +8.0% | -41.5% | -36.6% |
| 3M | -44.6% | -18.9% | -25.7% | -39.3% |
| 6M | -9.2% | +4.7% | -13.9% | -15.5% |
| YTD | +63.3% | -21.6% | +84.8% | +70.6% |
| 1Y | +45.3% | -22.0% | +67.3% | +52.4% |
| 3Y | +3.7% | -40.4% | +44.2% | +15.0% |
| 5Y | -67.2% | -63.8% | -3.4% | -53.0% |
| All | -30.7% | +16.9% | -47.6% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling