+281.8%
GE vs FSLY
-7.5%
+289.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -0.9% |
| 7D | +1.2% | +3.5% | -2.3% | +1.0% |
| 30D | -9.5% | -6.4% | -3.1% | -9.4% |
| 3M | +4.1% | +10.9% | -6.8% | +3.3% |
| 6M | +3.9% | +6.7% | -2.8% | +1.7% |
| YTD | +9.0% | +111.1% | -102.1% | +1.4% |
| 1Y | +21.9% | +185.8% | -163.8% | +9.7% |
| 3Y | +281.8% | -6.6% | +288.4% | +242.1% |
| All | +281.8% | -7.5% | +289.3% | +242.1% |
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 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