+164.3%
FSLY vs M
+36.6%
+127.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | -0.7% |
| 7D | -22.2% | +8.3% | -30.4% | -22.6% |
| 30D | -19.1% | +14.2% | -33.3% | -19.9% |
| 3M | -15.7% | -1.1% | -14.6% | -15.0% |
| 6M | -23.5% | +36.6% | -60.1% | -27.7% |
| YTD | +106.6% | +19.8% | +86.8% | +95.7% |
| 1Y | +164.3% | +37.2% | +127.1% | +146.3% |
| All | +164.3% | +36.6% | +127.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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