-3.5%
FSLY vs QSR
+47.2%
-50.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +12.5% | -4.0% | +16.5% | +14.1% |
| 30D | -18.8% | +2.8% | -21.6% | -19.8% |
| 3M | +22.7% | +5.1% | +17.6% | +19.8% |
| 6M | -3.7% | +8.8% | -12.5% | -8.2% |
| YTD | +127.5% | +14.8% | +112.7% | +108.4% |
| 1Y | +193.5% | +25.7% | +167.8% | +157.2% |
| 3Y | -1.3% | +27.5% | -28.9% | -15.7% |
| 5Y | -47.3% | +41.3% | -88.6% | -57.7% |
| All | -3.5% | +47.2% | -50.6% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling