+164.3%
FSLY vs USFR
+4.1%
+160.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -22.2% | +0.1% | -22.3% | -23.4% |
| 30D | -19.1% | +0.4% | -19.5% | -24.2% |
| 3M | -15.7% | +1.1% | -16.7% | -31.1% |
| 6M | -23.5% | +2.0% | -25.5% | -49.2% |
| YTD | +106.6% | +3.4% | +103.3% | +50.2% |
| 1Y | +164.3% | +4.1% | +160.2% | +264.1% |
| All | +164.3% | +4.1% | +160.2% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling