+164.3%
FSLY vs IT
-17.9%
+182.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.2% |
| 7D | -22.2% | -5.5% | -16.7% | -22.3% |
| 30D | -19.1% | +10.3% | -29.5% | -19.9% |
| 3M | -15.7% | +11.5% | -27.2% | -16.5% |
| 6M | -23.5% | +40.3% | -63.7% | -24.8% |
| YTD | +106.6% | -17.9% | +124.5% | +88.8% |
| 1Y | +164.3% | -8.8% | +173.1% | +172.7% |
| All | +164.3% | -17.9% | +182.2% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling