-72.1%
FSLY vs S
-51.7%
-20.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +4.9% | +2.0% | +2.9% | +3.3% |
| 30D | -33.5% | -2.7% | -30.8% | -31.3% |
| 3M | -44.6% | -6.9% | -37.8% | -41.3% |
| 6M | -9.2% | +38.1% | -47.3% | -22.7% |
| YTD | +63.3% | +48.0% | +15.3% | +32.6% |
| 1Y | +45.3% | +34.5% | +10.8% | +23.9% |
| 3Y | +3.7% | +38.3% | -34.6% | -19.9% |
| 5Y | -67.2% | -70.9% | +3.7% | -55.4% |
| All | -72.1% | -51.7% | -20.4% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling