+164.3%
FSLY vs S
+36.5%
+127.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.3% |
| 7D | -22.2% | -8.2% | -14.0% | -17.2% |
| 30D | -19.1% | -7.6% | -11.5% | -14.1% |
| 3M | -15.7% | +12.0% | -27.7% | -19.5% |
| 6M | -23.5% | +50.6% | -74.1% | -39.0% |
| YTD | +106.6% | +56.6% | +50.0% | +57.7% |
| 1Y | +164.3% | +39.2% | +125.0% | +114.3% |
| All | +164.3% | +36.5% | +127.8% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling