-50.2%
FSLY vs FND
-61.3%
+11.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | +11.2% | -0.8% | +11.9% | +11.4% |
| 30D | -18.2% | -19.6% | +1.4% | -7.5% |
| 3M | +21.9% | -4.3% | +26.2% | +21.3% |
| 6M | +4.0% | -20.4% | +24.5% | +12.2% |
| YTD | +123.1% | -21.9% | +144.9% | +137.2% |
| 1Y | +196.9% | -45.2% | +242.1% | +300.4% |
| 3Y | -1.3% | -49.2% | +48.0% | +21.5% |
| 5Y | -50.2% | -61.8% | +11.6% | -20.1% |
| All | -50.2% | -61.3% | +11.0% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling