-33.4%
FSLY vs M
+58.5%
-91.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -1.4% |
| 7D | -22.4% | +2.5% | -25.0% | -22.7% |
| 30D | -45.5% | +10.1% | -55.5% | -46.8% |
| 3M | -30.4% | -0.9% | -29.5% | -30.6% |
| 6M | -22.1% | +30.2% | -52.3% | -28.5% |
| YTD | +57.0% | +16.3% | +40.7% | +48.2% |
| 1Y | +38.2% | +27.0% | +11.3% | +26.9% |
| 3Y | -2.5% | +154.5% | -157.0% | -28.6% |
| 5Y | -68.8% | -1.1% | -67.8% | -72.7% |
| All | -33.4% | +58.5% | -91.9% | -19.8% |
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