-69.7%
FSLY vs S
-67.4%
-2.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.1% |
| 7D | -31.4% | -13.4% | -18.0% | -24.0% |
| 30D | -37.3% | -14.0% | -23.3% | -29.9% |
| 3M | -30.1% | +4.9% | -35.0% | -30.0% |
| 6M | -49.8% | +42.0% | -91.8% | -58.8% |
| YTD | +55.7% | +45.1% | +10.6% | +26.6% |
| 1Y | +44.5% | +33.1% | +11.4% | +23.2% |
| 3Y | -4.3% | +40.6% | -45.0% | -28.8% |
| All | -69.7% | -67.4% | -2.3% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling