-45.7%
FSLY vs FRSH
-72.5%
+26.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +12.5% | -6.6% | +19.1% | +17.0% |
| 30D | -18.8% | +2.1% | -20.9% | -20.6% |
| 3M | +22.7% | +29.0% | -6.3% | +2.0% |
| 6M | -3.7% | +48.6% | -52.3% | -27.6% |
| YTD | +127.5% | -2.9% | +130.4% | +117.2% |
| 1Y | +193.5% | -7.9% | +201.4% | +188.3% |
| 3Y | -1.3% | -46.5% | +45.2% | +42.4% |
| All | -45.7% | -72.5% | +26.8% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling