-10.4%
FSLY vs QSR
+49.7%
-60.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.7% | +5.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -6.4% | +5.9% | -12.3% | -8.6% |
| 3M | +10.9% | +10.5% | +0.4% | +6.3% |
| 6M | +6.7% | +7.7% | -1.0% | +2.2% |
| YTD | +111.1% | +16.8% | +94.3% | +92.3% |
| 1Y | +185.8% | +30.9% | +154.9% | +146.3% |
| 3Y | -6.6% | +28.2% | -34.8% | -20.2% |
| 5Y | -52.4% | +45.0% | -97.4% | -62.1% |
| All | -10.4% | +49.7% | -60.1% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling