-3.2%
FSLY vs IT
-52.2%
+48.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.1% |
| 7D | +11.2% | -9.1% | +20.3% | +13.6% |
| 30D | -18.2% | -12.2% | -6.0% | -15.9% |
| 3M | +21.9% | +7.8% | +14.1% | +18.0% |
| 6M | +4.0% | +2.0% | +2.0% | +1.2% |
| YTD | +123.1% | -32.7% | +155.8% | +151.7% |
| 1Y | +196.9% | -31.1% | +228.0% | +228.4% |
| All | -3.2% | -52.2% | +48.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling