+45.3%
FSLY vs Q
+29.7%
+15.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.7% |
| 7D | +4.9% | +1.2% | +3.7% | +4.2% |
| 30D | -33.5% | -2.7% | -30.8% | -32.1% |
| 3M | -44.6% | -16.9% | -27.7% | -40.5% |
| 6M | -9.2% | -26.9% | +17.6% | +0.4% |
| YTD | +63.3% | +45.2% | +18.0% | +48.8% |
| 1Y | +45.3% | +38.1% | +7.1% | +34.6% |
| All | +45.3% | +29.7% | +15.6% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling