+173.0%
FSLY vs Q
+78.4%
+94.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.2% |
| 7D | +11.2% | +6.6% | +4.5% | +9.4% |
| 30D | -18.2% | -6.6% | -11.6% | -16.6% |
| 3M | +21.9% | -13.2% | +35.1% | +24.8% |
| 6M | +4.0% | +9.9% | -5.9% | +6.5% |
| YTD | +123.1% | +53.9% | +69.1% | +137.1% |
| All | +173.0% | +78.4% | +94.5% | +160.9% |
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