-50.2%
FSLY vs IT
-45.7%
-4.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.5% |
| 7D | +11.2% | -9.1% | +20.3% | +16.0% |
| 30D | -18.2% | -12.2% | -6.0% | -13.8% |
| 3M | +21.9% | +7.8% | +14.1% | +13.1% |
| 6M | +4.0% | +2.0% | +2.0% | -3.0% |
| YTD | +123.1% | -32.7% | +155.8% | +168.3% |
| 1Y | +196.9% | -31.1% | +228.0% | +242.8% |
| 3Y | -1.3% | -52.1% | +50.8% | +38.8% |
| 5Y | -50.2% | -46.3% | -3.9% | -42.3% |
| All | -50.2% | -45.7% | -4.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling