-66.0%
FSLY vs RACE
+62.4%
-128.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +1.3% |
| 7D | +11.8% | -4.0% | +15.8% | +14.9% |
| 30D | -36.5% | +3.5% | -40.1% | -38.0% |
| 3M | -39.7% | -0.4% | -39.3% | -39.5% |
| 6M | -9.7% | +23.2% | -32.8% | -23.5% |
| YTD | +68.9% | +11.0% | +57.9% | +50.5% |
| 1Y | +44.5% | -2.2% | +46.7% | +42.5% |
| 3Y | +4.8% | +22.5% | -17.7% | -34.1% |
| 5Y | -66.0% | +63.2% | -129.2% | -88.1% |
| All | -66.0% | +62.4% | -128.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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