+612.1%
GE vs FSLY
-19.7%
+631.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.8% | +1.0% |
| 7D | +4.0% | -17.9% | +22.0% | +5.2% |
| 30D | +11.1% | -34.7% | +45.7% | +13.8% |
| 3M | -6.7% | -40.0% | +33.3% | -4.4% |
| 6M | +14.3% | -11.8% | +26.1% | +13.3% |
| YTD | +11.7% | +69.5% | -57.8% | +1.5% |
| 1Y | +10.9% | +44.0% | -33.1% | +2.0% |
| 3Y | +279.0% | +5.2% | +273.8% | +239.5% |
| 5Y | +427.0% | -65.6% | +492.6% | +377.4% |
| All | +612.1% | -19.7% | +631.9% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling