-5.3%
FSLY vs FND
+14.7%
-20.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +7.5% | -5.1% | +12.6% | +10.2% |
| 30D | -21.1% | -22.5% | +1.4% | -10.3% |
| 3M | +21.8% | -5.0% | +26.8% | +22.0% |
| 6M | -0.1% | -21.5% | +21.4% | +7.6% |
| YTD | +123.1% | -23.0% | +146.1% | +138.3% |
| 1Y | +208.6% | -44.9% | +253.5% | +296.1% |
| 3Y | -1.3% | -50.0% | +48.7% | +23.4% |
| 5Y | -48.4% | -63.3% | +15.0% | -25.3% |
| All | -5.3% | +14.7% | -20.0% | -10.7% |
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