-72.7%
FSLY vs QS
-43.2%
-29.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.0% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | -6.4% | -8.1% | +1.7% | -4.5% |
| 3M | +10.9% | -27.0% | +37.9% | +17.6% |
| 6M | +6.7% | -16.4% | +23.1% | +10.1% |
| YTD | +111.1% | -46.4% | +157.5% | +133.8% |
| 1Y | +185.8% | -41.1% | +226.9% | +198.6% |
| 3Y | -6.6% | -18.6% | +12.1% | -18.9% |
| 5Y | -52.4% | -73.0% | +20.7% | -52.7% |
| All | -72.7% | -43.2% | -29.5% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling