-28.1%
FSLY vs TECH
+51.0%
-79.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -17.9% | +0.1% | -18.0% | -18.0% |
| 30D | -34.7% | +0.3% | -35.0% | -34.8% |
| 3M | -40.0% | +1.0% | -41.0% | -40.4% |
| 6M | -11.8% | +54.0% | -65.8% | -34.4% |
| YTD | +69.5% | +24.3% | +45.2% | +31.3% |
| 1Y | +44.0% | +23.7% | +20.2% | +11.8% |
| 3Y | +5.2% | +28.5% | -23.2% | -31.1% |
| 5Y | -65.6% | -41.2% | -24.3% | -53.7% |
| All | -28.1% | +51.0% | -79.0% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling