-28.3%
FSLY vs FTV
+37.8%
-66.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +11.8% | +3.7% | +8.1% | +9.2% |
| 30D | -36.5% | +16.8% | -53.4% | -42.1% |
| 3M | -39.7% | +10.4% | -50.1% | -42.9% |
| 6M | -9.7% | +12.8% | -22.5% | -16.2% |
| YTD | +68.9% | +23.3% | +45.6% | +43.6% |
| 1Y | +44.5% | +31.0% | +13.5% | +17.5% |
| 3Y | +4.8% | +38.6% | -33.8% | -17.4% |
| 5Y | -66.0% | +17.6% | -83.6% | -71.2% |
| All | -28.3% | +37.8% | -66.2% | -37.4% |
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