-9.2%
FSLY vs FND
+1.1%
-10.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | +4.9% | -6.8% | +11.7% | +5.4% |
| 30D | -33.5% | +8.0% | -41.5% | -32.9% |
| 3M | -44.6% | -18.9% | -25.7% | -43.3% |
| 6M | -9.2% | +4.7% | -13.9% | -8.4% |
| All | -9.2% | +1.1% | -10.3% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling