-6.6%
FSLY vs RUN
-35.6%
+29.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.8% |
| 7D | +3.5% | +10.2% | -6.7% | +1.9% |
| 30D | -6.4% | -9.6% | +3.2% | -5.1% |
| 3M | +10.9% | -31.5% | +42.4% | +16.7% |
| 6M | +6.7% | -18.7% | +25.4% | +8.2% |
| YTD | +111.1% | -49.9% | +161.0% | +123.4% |
| 1Y | +185.8% | -45.5% | +231.3% | +193.9% |
| 3Y | -6.6% | -34.1% | +27.5% | -29.7% |
| All | -6.6% | -35.6% | +29.0% | -29.7% |
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