-71.2%
FSLY vs QS
-47.4%
-23.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +7.5% | -5.0% | +12.5% | +8.5% |
| 30D | -21.1% | -18.3% | -2.8% | -17.7% |
| 3M | +21.8% | -26.0% | +47.8% | +28.7% |
| 6M | -0.1% | -24.0% | +23.9% | +4.9% |
| YTD | +123.1% | -50.3% | +173.4% | +150.6% |
| 1Y | +208.6% | -38.0% | +246.5% | +218.6% |
| 3Y | -1.3% | -24.6% | +23.3% | -13.1% |
| 5Y | -48.4% | -75.4% | +27.1% | -47.9% |
| All | -71.2% | -47.4% | -23.8% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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