-3.2%
FSLY vs INDA
+8.1%
-11.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.1% |
| 7D | +11.2% | -2.6% | +13.8% | +12.6% |
| 30D | -18.2% | -2.9% | -15.2% | -17.0% |
| 3M | +21.9% | +2.4% | +19.5% | +20.1% |
| 6M | +4.0% | -2.6% | +6.7% | +4.1% |
| YTD | +123.1% | -10.0% | +133.0% | +131.7% |
| 1Y | +196.9% | -7.7% | +204.5% | +200.4% |
| All | -3.2% | +8.1% | -11.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling