-5.3%
FSLY vs RUN
-45.1%
+39.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +7.5% | -3.4% | +10.9% | +8.5% |
| 30D | -21.1% | -14.0% | -7.1% | -17.9% |
| 3M | +21.8% | -27.5% | +49.2% | +31.7% |
| 6M | -0.1% | -29.0% | +28.8% | +6.0% |
| YTD | +123.1% | -53.1% | +176.2% | +152.1% |
| 1Y | +208.6% | -46.7% | +255.3% | +226.8% |
| 3Y | -1.3% | -38.3% | +37.1% | -33.3% |
| 5Y | -48.4% | -80.7% | +32.3% | -49.5% |
| All | -5.3% | -45.1% | +39.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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