+3.7%
FSLY vs M
+158.0%
-154.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.8% |
| 7D | +4.9% | +7.0% | -2.2% | +2.3% |
| 30D | -33.5% | +8.9% | -42.4% | -35.3% |
| 3M | -44.6% | +4.5% | -49.1% | -45.6% |
| 6M | -9.2% | +36.2% | -45.4% | -20.5% |
| YTD | +63.3% | +15.1% | +48.1% | +51.7% |
| 1Y | +45.3% | +27.4% | +17.8% | +28.8% |
| 3Y | +3.7% | +160.1% | -156.4% | -34.4% |
| All | +3.7% | +158.0% | -154.2% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling