-65.6%
FSLY vs FND
-60.6%
-5.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.7% |
| 7D | -17.9% | -4.4% | -13.5% | -15.4% |
| 30D | -34.7% | +14.5% | -49.2% | -40.0% |
| 3M | -40.0% | -15.6% | -24.4% | -34.9% |
| 6M | -11.8% | +4.7% | -16.6% | -18.7% |
| YTD | +69.5% | -16.1% | +85.7% | +70.9% |
| 1Y | +44.0% | -16.0% | +60.0% | +44.8% |
| 3Y | +5.2% | -35.5% | +40.7% | +5.5% |
| 5Y | -65.6% | -60.5% | -5.1% | -47.3% |
| All | -65.6% | -60.6% | -5.0% | -47.3% |
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