-50.2%
FSLY vs RUN
-80.3%
+30.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.2% | +7.0% |
| 7D | +11.2% | -1.8% | +12.9% | +11.6% |
| 30D | -18.2% | -10.8% | -7.3% | -15.7% |
| 3M | +21.9% | -30.2% | +52.1% | +33.1% |
| 6M | +4.0% | -22.3% | +26.4% | +7.5% |
| YTD | +123.1% | -52.2% | +175.3% | +150.1% |
| 1Y | +196.9% | -45.1% | +242.0% | +210.3% |
| 3Y | -1.3% | -37.1% | +35.8% | -37.6% |
| 5Y | -50.2% | -80.3% | +30.1% | -47.7% |
| All | -50.2% | -80.3% | +30.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling