-28.3%
FSLY vs IT
+24.5%
-52.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +11.8% | -3.7% | +15.4% | +13.5% |
| 30D | -36.5% | -3.1% | -33.4% | -36.7% |
| 3M | -39.7% | +6.3% | -46.1% | -43.2% |
| 6M | -9.7% | +24.8% | -34.4% | -23.4% |
| YTD | +68.9% | -24.4% | +93.2% | +80.6% |
| 1Y | +44.5% | -17.1% | +61.5% | +46.4% |
| 3Y | +4.8% | -53.6% | +58.5% | +44.8% |
| 5Y | -66.0% | -42.5% | -23.5% | -59.1% |
| All | -28.3% | +24.5% | -52.8% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling