-28.1%
FSLY vs FTV
+37.9%
-66.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +6.1% |
| 7D | -17.9% | -0.7% | -17.3% | -16.9% |
| 30D | -34.7% | +18.3% | -53.0% | -40.9% |
| 3M | -40.0% | +10.2% | -50.2% | -43.2% |
| 6M | -11.8% | +12.8% | -24.7% | -18.2% |
| YTD | +69.5% | +23.4% | +46.2% | +44.1% |
| 1Y | +44.0% | +31.4% | +12.5% | +16.8% |
| 3Y | +5.2% | +38.7% | -33.4% | -17.1% |
| 5Y | -65.6% | +18.6% | -84.2% | -70.9% |
| All | -28.1% | +37.9% | -66.0% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling