+9.3%
GE vs FSLY
+35.3%
-26.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +5.4% | -22.9% | +28.3% | +5.9% |
| 30D | +9.6% | -44.6% | +54.2% | +10.7% |
| 3M | -7.7% | -41.5% | +33.8% | -7.1% |
| 6M | +14.0% | -20.8% | +34.9% | +14.3% |
| YTD | +10.2% | +59.5% | -49.4% | +10.2% |
| All | +9.3% | +35.3% | -26.0% | +12.3% |
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 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