+861.3%
FTNT vs FSLY
+5.6%
+855.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +7.5% | -5.9% | +0.5% |
| 30D | -1.9% | -21.1% | +19.2% | +1.2% |
| 3M | +14.4% | +21.8% | -7.4% | +10.5% |
| 6M | +88.7% | -0.1% | +88.8% | +78.0% |
| YTD | +100.0% | +123.1% | -23.0% | +58.8% |
| 1Y | +99.9% | +208.6% | -108.7% | +45.7% |
| 3Y | +147.9% | -1.3% | +149.2% | +104.4% |
| 5Y | +155.8% | -48.4% | +204.2% | +115.4% |
| All | +861.3% | +5.6% | +855.7% | +445.6% |
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