+320.7%
FTI vs FSLY
-22.7%
+343.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.4% |
| 7D | +4.3% | +4.9% | -0.5% | +3.8% |
| 30D | -4.7% | -33.5% | +28.9% | -1.5% |
| 3M | -13.5% | -44.6% | +31.1% | -9.8% |
| 6M | -8.7% | -9.2% | +0.5% | -9.7% |
| YTD | +49.0% | +63.3% | -14.3% | +33.5% |
| 1Y | +54.0% | +45.3% | +8.7% | +39.4% |
| 3Y | +211.6% | +3.7% | +207.9% | +173.1% |
| 5Y | +881.9% | -67.2% | +949.0% | +814.0% |
| All | +320.7% | -22.7% | +343.4% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling