-46.8%
FSLY vs FRSH
-72.4%
+25.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.5% |
| 7D | +11.2% | -9.6% | +20.7% | +17.9% |
| 30D | -18.2% | -0.4% | -17.7% | -18.8% |
| 3M | +21.9% | +27.2% | -5.3% | +2.2% |
| 6M | +4.0% | +42.2% | -38.2% | -19.7% |
| YTD | +123.1% | -2.6% | +125.7% | +112.6% |
| 1Y | +196.9% | -10.2% | +207.0% | +196.6% |
| 3Y | -1.3% | -45.5% | +44.3% | +40.9% |
| All | -46.8% | -72.4% | +25.7% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling