+164.3%
FSLY vs QSR
+23.8%
+140.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.6% | +5.1% |
| 7D | -22.2% | +5.2% | -27.4% | -18.1% |
| 30D | -19.1% | +12.2% | -31.3% | -9.1% |
| 3M | -15.7% | +7.0% | -22.7% | -8.4% |
| 6M | -23.5% | -0.3% | -23.2% | -22.6% |
| YTD | +106.6% | +18.0% | +88.6% | +177.9% |
| 1Y | +164.3% | +22.6% | +141.6% | +217.2% |
| All | +164.3% | +23.8% | +140.4% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling