-3.2%
FSLY vs FRSH
-46.5%
+43.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +7.5% | -11.2% | +18.7% | +15.4% |
| 30D | -21.1% | -0.8% | -20.3% | -21.5% |
| 3M | +21.8% | +26.4% | -4.6% | +1.9% |
| 6M | -0.1% | +48.4% | -48.5% | -25.9% |
| YTD | +123.1% | -3.1% | +126.2% | +118.6% |
| 1Y | +208.6% | -8.7% | +217.3% | +214.2% |
| All | -3.2% | -46.5% | +43.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling