+196.9%
FSLY vs FTV
+17.4%
+179.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.7% |
| 7D | +11.2% | -1.3% | +12.4% | +11.1% |
| 30D | -18.2% | -9.5% | -8.7% | -18.6% |
| 3M | +21.9% | -10.9% | +32.8% | +21.1% |
| 6M | +4.0% | -0.6% | +4.7% | +5.5% |
| YTD | +123.1% | +1.4% | +121.7% | +120.5% |
| 1Y | +196.9% | +17.6% | +179.2% | +153.7% |
| All | +196.9% | +17.4% | +179.4% | +153.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling