+33.9%
FSLY vs M
+25.7%
+8.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.7% |
| 7D | -22.4% | +2.5% | -25.0% | -22.2% |
| 30D | -45.5% | +10.1% | -55.5% | -45.8% |
| 3M | -30.4% | -0.9% | -29.5% | -29.6% |
| 6M | -22.1% | +30.2% | -52.3% | -27.9% |
| YTD | +57.0% | +16.3% | +40.7% | +47.5% |
| All | +33.9% | +25.7% | +8.3% | +19.9% |
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