-52.4%
FSLY vs TECH
-41.8%
-10.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.5% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +10.9% | +37.5% | -26.6% | -8.0% |
| 6M | +6.7% | +34.6% | -27.9% | -15.3% |
| YTD | +111.1% | +23.5% | +87.6% | +70.2% |
| 1Y | +185.8% | +34.4% | +151.4% | +112.2% |
| 3Y | -6.6% | +2.3% | -8.8% | -22.2% |
| 5Y | -52.4% | -41.7% | -10.7% | -34.2% |
| All | -52.4% | -41.8% | -10.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling