-14.2%
FSLY vs FND
+22.9%
-37.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.4% |
| 7D | -10.6% | -5.2% | -5.4% | -8.1% |
| 30D | -20.9% | -19.9% | -1.0% | -11.8% |
| 3M | +3.4% | +2.7% | +0.7% | -0.8% |
| 6M | +2.7% | -21.7% | +24.4% | +11.3% |
| YTD | +102.3% | -17.5% | +119.8% | +108.9% |
| 1Y | +182.1% | -39.3% | +221.4% | +244.2% |
| 3Y | -14.6% | -49.8% | +35.2% | +7.4% |
| 5Y | -55.9% | -60.1% | +4.2% | -38.8% |
| All | -14.2% | +22.9% | -37.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling