-14.2%
FSLY vs RUN
-43.4%
+29.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -10.6% | +1.3% | -11.9% | -11.0% |
| 30D | -20.9% | -15.3% | -5.6% | -17.3% |
| 3M | +3.4% | -40.0% | +43.4% | +18.4% |
| 6M | +2.7% | -27.0% | +29.7% | +8.3% |
| YTD | +102.3% | -51.7% | +153.9% | +126.8% |
| 1Y | +182.1% | -45.9% | +227.9% | +196.6% |
| 3Y | -14.6% | -43.8% | +29.2% | -39.7% |
| 5Y | -55.9% | -80.5% | +24.6% | -57.0% |
| All | -14.2% | -43.4% | +29.2% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling