-3.2%
FSLY vs QS
-25.4%
+22.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.6% | +12.3% | +7.0% |
| 7D | +11.2% | -4.2% | +15.4% | +12.0% |
| 30D | -18.2% | -15.7% | -2.5% | -15.3% |
| 3M | +21.9% | -28.7% | +50.6% | +29.4% |
| 6M | +4.0% | -23.2% | +27.3% | +9.2% |
| YTD | +123.1% | -49.9% | +173.0% | +149.7% |
| 1Y | +196.9% | -38.8% | +235.7% | +201.4% |
| All | -3.2% | -25.4% | +22.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling