-48.4%
FSLY vs QSR
+40.6%
-88.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +7.5% | -4.7% | +12.2% | +9.5% |
| 30D | -21.1% | +4.3% | -25.4% | -22.7% |
| 3M | +21.8% | +5.4% | +16.3% | +18.4% |
| 6M | -0.1% | +8.2% | -8.3% | -5.3% |
| YTD | +123.1% | +14.1% | +109.0% | +100.5% |
| 1Y | +208.6% | +28.1% | +180.5% | +154.6% |
| 3Y | -1.3% | +25.3% | -26.5% | -22.6% |
| 5Y | -48.4% | +40.4% | -88.8% | -69.2% |
| All | -48.4% | +40.6% | -88.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling