-30.7%
FSLY vs INDA
+65.7%
-96.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +4.9% | +1.1% | +3.8% | +3.9% |
| 30D | -33.5% | +9.4% | -42.9% | -38.5% |
| 3M | -44.6% | +2.9% | -47.6% | -46.2% |
| 6M | -9.2% | +7.2% | -16.5% | -14.9% |
| YTD | +63.3% | -4.8% | +68.1% | +68.2% |
| 1Y | +45.3% | -5.1% | +50.4% | +49.7% |
| 3Y | +3.7% | +16.7% | -12.9% | -12.6% |
| 5Y | -67.2% | +8.8% | -75.9% | -69.9% |
| All | -30.7% | +65.7% | -96.5% | -51.4% |
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