-50.2%
FSLY vs INDA
+5.9%
-56.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.7% |
| 7D | +11.2% | -2.6% | +13.8% | +14.4% |
| 30D | -18.2% | -2.9% | -15.2% | -15.4% |
| 3M | +21.9% | +2.4% | +19.5% | +17.8% |
| 6M | +4.0% | -2.6% | +6.7% | +6.2% |
| YTD | +123.1% | -10.0% | +133.0% | +149.4% |
| 1Y | +196.9% | -7.7% | +204.5% | +216.3% |
| 3Y | -1.3% | +8.9% | -10.2% | -26.3% |
| 5Y | -50.2% | +6.0% | -56.2% | -60.0% |
| All | -50.2% | +5.9% | -56.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling