+572.5%
GE vs FSLY
+5.6%
+566.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | +7.5% | -10.3% | -3.3% |
| 30D | -11.9% | -21.1% | +9.2% | -10.6% |
| 3M | +1.8% | +21.8% | -19.9% | -0.2% |
| 6M | -0.6% | -0.1% | -0.5% | -3.1% |
| YTD | +5.5% | +123.1% | -117.6% | -5.1% |
| 1Y | +15.0% | +208.6% | -193.6% | -0.3% |
| 3Y | +269.5% | -1.3% | +270.8% | +236.3% |
| 5Y | +422.4% | -48.4% | +470.8% | +364.4% |
| All | +572.5% | +5.6% | +566.8% | +366.1% |
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