-10.4%
FSLY vs M
+41.4%
-51.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.1% |
| 7D | +3.5% | +2.4% | +1.1% | +2.7% |
| 30D | -6.4% | -11.6% | +5.2% | -3.4% |
| 3M | +10.9% | +1.6% | +9.3% | +9.4% |
| 6M | +6.7% | +25.2% | -18.5% | -0.2% |
| YTD | +111.1% | +3.8% | +107.3% | +106.2% |
| 1Y | +185.8% | +36.3% | +149.4% | +157.2% |
| 3Y | -6.6% | +116.3% | -122.9% | -28.1% |
| 5Y | -52.4% | +28.2% | -80.6% | -58.5% |
| All | -10.4% | +41.4% | -51.8% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling