+90.5%
FSLY vs Q
+66.4%
+24.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.3% | +0.8% |
| 7D | -31.4% | +0.3% | -31.7% | -30.9% |
| 30D | -37.3% | -9.8% | -27.5% | -34.9% |
| 3M | -30.1% | -12.2% | -17.9% | -27.1% |
| 6M | -49.8% | -21.6% | -28.2% | -46.3% |
| YTD | +55.7% | +43.6% | +12.1% | +70.0% |
| 1Y | +44.5% | +25.7% | +18.8% | +42.0% |
| All | +90.5% | +66.4% | +24.1% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling