+95.2%
FSLY vs Q
+75.8%
+19.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -22.9% | +4.0% | -26.9% | -23.5% |
| 30D | -44.6% | -2.3% | -42.2% | -43.9% |
| 3M | -41.5% | -7.9% | -33.6% | -40.0% |
| 6M | -20.8% | -16.0% | -4.8% | -17.7% |
| YTD | +59.5% | +51.7% | +7.8% | +70.6% |
| 1Y | +36.1% | +28.3% | +7.8% | +28.3% |
| All | +95.2% | +75.8% | +19.4% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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