-55.6%
FSLY vs M
+27.3%
-82.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.6% |
| 7D | -10.6% | +4.7% | -15.4% | -12.5% |
| 30D | -20.9% | -9.6% | -11.3% | -17.6% |
| 3M | +3.4% | +0.9% | +2.6% | +1.6% |
| 6M | +2.7% | +22.3% | -19.5% | -6.9% |
| YTD | +102.3% | +6.5% | +95.7% | +91.9% |
| 1Y | +182.1% | +38.8% | +143.3% | +134.5% |
| 3Y | -14.6% | +115.9% | -130.5% | -47.9% |
| All | -55.6% | +27.3% | -82.9% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling