+7.7%
FSLY vs RUN
-2.6%
+10.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.1% | +5.8% |
| 7D | -17.9% | +3.2% | -21.1% | -18.9% |
| 30D | -34.7% | +19.5% | -54.2% | -36.9% |
| 3M | -40.0% | -9.6% | -30.5% | -39.9% |
| 6M | -11.8% | -37.3% | +25.5% | -7.8% |
| YTD | +69.5% | -50.7% | +120.3% | +76.9% |
| 1Y | +44.0% | -54.1% | +98.0% | +51.7% |
| All | +7.7% | -2.6% | +10.3% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling