-6.6%
FSLY vs USFR
+14.0%
-20.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -6.4% | +0.3% | -6.7% | -6.7% |
| 3M | +10.9% | +1.0% | +9.9% | +10.4% |
| 6M | +6.7% | +1.9% | +4.8% | +6.7% |
| YTD | +111.1% | +2.7% | +108.4% | +113.4% |
| 1Y | +185.8% | +4.0% | +181.7% | +197.8% |
| 3Y | -6.6% | +14.0% | -20.6% | +48.3% |
| All | -6.6% | +14.0% | -20.6% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling