-72.3%
FSLY vs JAAA
+29.4%
-101.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.7% |
| 7D | +12.5% | +0.1% | +12.4% | +12.2% |
| 30D | -18.8% | +0.5% | -19.4% | -20.4% |
| 3M | +22.7% | +1.3% | +21.4% | +17.3% |
| 6M | -3.7% | +2.8% | -6.5% | -12.6% |
| YTD | +127.5% | +3.3% | +124.2% | +103.6% |
| 1Y | +193.5% | +4.9% | +188.6% | +149.4% |
| 3Y | -1.3% | +19.0% | -20.3% | -35.4% |
| 5Y | -47.3% | +26.9% | -74.2% | -70.7% |
| All | -72.3% | +29.4% | -101.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling