-5.3%
FSLY vs TECH
+49.8%
-55.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +11.2% | -0.1% | +11.2% | +11.2% |
| 30D | -18.2% | +0.3% | -18.5% | -18.3% |
| 3M | +21.9% | +32.9% | -11.0% | +0.3% |
| 6M | +4.0% | +32.1% | -28.0% | -19.8% |
| YTD | +123.1% | +23.4% | +99.7% | +73.5% |
| 1Y | +196.9% | +34.1% | +162.8% | +112.2% |
| 3Y | -1.3% | +2.2% | -3.4% | -20.5% |
| 5Y | -50.2% | -41.8% | -8.4% | -32.9% |
| All | -5.3% | +49.8% | -55.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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