-14.2%
FSLY vs INDA
+60.8%
-74.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | +0.7% | -11.3% | -11.2% |
| 30D | -20.9% | -0.8% | -20.1% | -20.4% |
| 3M | +3.4% | +3.9% | -0.5% | 0.0% |
| 6M | +2.7% | -0.7% | +3.5% | +3.0% |
| YTD | +102.3% | -7.7% | +109.9% | +114.6% |
| 1Y | +182.1% | -5.1% | +187.2% | +190.1% |
| 3Y | -14.6% | +13.6% | -28.2% | -26.0% |
| 5Y | -55.9% | +7.8% | -63.7% | -58.9% |
| All | -14.2% | +60.8% | -74.9% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling