+18.4%
GE vs FSLY
+205.2%
-186.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -2.9% |
| 7D | -1.2% | +11.2% | -12.4% | -1.4% |
| 30D | -11.3% | -18.2% | +6.9% | -11.1% |
| 3M | -1.4% | +21.9% | -23.3% | -1.6% |
| 6M | +1.2% | +4.0% | -2.8% | +1.0% |
| YTD | +5.9% | +123.1% | -117.2% | +4.9% |
| 1Y | +18.4% | +196.9% | -178.5% | +18.1% |
| All | +18.4% | +205.2% | -186.8% | +18.1% |
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 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