+1.4%
FSLY vs TECH
+29.5%
-28.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -22.9% | +0.2% | -23.1% | -23.0% |
| 30D | -44.6% | +0.5% | -45.1% | -44.6% |
| 3M | -41.5% | +1.1% | -42.6% | -41.6% |
| 6M | -20.8% | +51.0% | -71.8% | -29.0% |
| YTD | +59.5% | +24.4% | +35.2% | +44.6% |
| 1Y | +36.1% | +27.4% | +8.7% | +22.0% |
| All | +1.4% | +29.5% | -28.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling