+273.7%
GE vs FSLY
-1.2%
+274.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +5.4% | -22.9% | +28.3% | +6.4% |
| 30D | +9.6% | -44.6% | +54.2% | +12.1% |
| 3M | -7.7% | -41.5% | +33.8% | -6.1% |
| 6M | +14.0% | -20.8% | +34.9% | +14.1% |
| YTD | +10.2% | +59.5% | -49.4% | +3.6% |
| 1Y | +8.9% | +36.1% | -27.2% | +3.6% |
| 3Y | +273.7% | -1.0% | +274.6% | +230.6% |
| All | +273.7% | -1.2% | +274.9% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling