+9.7%
GE vs FSLY
+41.1%
-31.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +2.7% | +4.9% | -2.2% | +2.5% |
| 30D | +8.1% | -33.5% | +41.6% | +8.7% |
| 3M | -7.9% | -44.6% | +36.8% | -7.2% |
| 6M | +12.9% | -9.2% | +22.1% | +12.9% |
| YTD | +8.2% | +63.3% | -55.1% | +8.3% |
| 1Y | +9.7% | +45.3% | -35.6% | +11.3% |
| All | +9.7% | +41.1% | -31.4% | +11.3% |
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