-52.9%
FSLY vs FTV
+3.1%
-56.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +5.1% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | -6.4% | -8.3% | +1.9% | +1.8% |
| 3M | +10.9% | -7.4% | +18.3% | +17.6% |
| 6M | +6.7% | -1.2% | +7.9% | +6.8% |
| YTD | +111.1% | +2.7% | +108.4% | +91.8% |
| 1Y | +185.8% | +18.4% | +167.3% | +118.8% |
| 3Y | -6.6% | -2.0% | -4.5% | -13.3% |
| All | -52.9% | +3.1% | -56.0% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling