+54.6%
FTI vs FSLY
+161.0%
-106.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -9.7% | -22.2% | +12.5% | -8.6% |
| 30D | -8.2% | -19.1% | +10.9% | -7.5% |
| 3M | -7.8% | -15.7% | +7.9% | -7.6% |
| 6M | -13.4% | -23.5% | +10.1% | -13.3% |
| YTD | +45.1% | +106.6% | -61.6% | +45.3% |
| 1Y | +54.6% | +164.3% | -109.7% | +53.9% |
| All | +54.6% | +161.0% | -106.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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