+379.9%
FTI vs FSLY
+5.6%
+374.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.6% | +7.5% | -13.1% | -6.3% |
| 30D | +0.4% | -21.1% | +21.5% | +2.4% |
| 3M | +8.1% | +21.8% | -13.7% | +5.4% |
| 6M | +16.7% | -0.1% | +16.8% | +13.3% |
| YTD | +70.0% | +123.1% | -53.1% | +49.5% |
| 1Y | +85.4% | +208.6% | -123.1% | +55.6% |
| 3Y | +265.9% | -1.3% | +267.2% | +226.6% |
| 5Y | +1,072.7% | -48.4% | +1,121.1% | +950.9% |
| All | +379.9% | +5.6% | +374.3% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling