-11.9%
FSLY vs S
+16.9%
-28.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -10.6% | -7.7% | -2.9% | -6.6% |
| 30D | -20.9% | -5.3% | -15.6% | -18.0% |
| 3M | +3.4% | +20.3% | -16.9% | -5.4% |
| 6M | +2.7% | +47.4% | -44.6% | -17.0% |
| YTD | +102.3% | +32.5% | +69.7% | +71.5% |
| 1Y | +182.1% | +9.5% | +172.5% | +162.6% |
| All | -11.9% | +16.9% | -28.9% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling