-47.3%
FSLY vs MKTX
-60.5%
+13.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | -18.8% | +0.7% | -19.6% | -19.0% |
| 3M | +22.7% | +40.8% | -18.1% | +7.2% |
| 6M | -3.7% | -8.0% | +4.3% | -1.5% |
| YTD | +127.5% | -8.7% | +136.2% | +132.4% |
| 1Y | +193.5% | -11.8% | +205.4% | +202.9% |
| 3Y | -1.3% | -24.0% | +22.7% | -1.9% |
| All | -47.3% | -60.5% | +13.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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