+3.7%
FSLY vs QS
-32.2%
+36.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.8% | -2.3% |
| 7D | +4.9% | -14.0% | +18.9% | +7.7% |
| 30D | -33.5% | -6.4% | -27.2% | -32.5% |
| 3M | -44.6% | -40.3% | -4.4% | -39.1% |
| 6M | -9.2% | -57.5% | +48.3% | +5.0% |
| YTD | +63.3% | -64.7% | +127.9% | +92.9% |
| 1Y | +45.3% | -72.9% | +118.2% | +80.4% |
| 3Y | +3.7% | -33.5% | +37.2% | -17.1% |
| All | +3.7% | -32.2% | +36.0% | -17.1% |
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