+158.3%
FSLY vs Q
+75.3%
+83.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.0% | +3.8% |
| 7D | +3.5% | +6.7% | -3.3% | +1.8% |
| 30D | -6.4% | -10.6% | +4.2% | -3.8% |
| 3M | +10.9% | -14.6% | +25.5% | +14.0% |
| 6M | +6.7% | +12.1% | -5.4% | +10.7% |
| YTD | +111.1% | +51.3% | +59.8% | +125.3% |
| All | +158.3% | +75.3% | +83.0% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling