-5.3%
FSLY vs INDA
+55.0%
-60.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | +7.5% | -3.6% | +11.2% | +10.7% |
| 30D | -21.1% | -4.0% | -17.1% | -18.5% |
| 3M | +21.8% | +1.7% | +20.1% | +19.7% |
| 6M | -0.1% | -3.6% | +3.5% | +2.5% |
| YTD | +123.1% | -11.0% | +134.1% | +143.7% |
| 1Y | +208.6% | -9.5% | +218.1% | +230.0% |
| 3Y | -1.3% | +7.6% | -8.9% | -10.6% |
| 5Y | -48.4% | +4.8% | -53.1% | -50.7% |
| All | -5.3% | +55.0% | -60.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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