-3.5%
FSLY vs FTV
+11.1%
-14.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +12.5% | -4.0% | +16.4% | +15.2% |
| 30D | -18.8% | -11.0% | -7.8% | -12.5% |
| 3M | +22.7% | -8.4% | +31.1% | +29.0% |
| 6M | -3.7% | -2.6% | -1.1% | -2.3% |
| YTD | +127.5% | -0.6% | +128.1% | +120.2% |
| 1Y | +193.5% | +11.0% | +182.6% | +162.5% |
| 3Y | -1.3% | -6.3% | +5.0% | -0.8% |
| 5Y | -47.3% | -1.5% | -45.8% | -49.8% |
| All | -3.5% | +11.1% | -14.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling