+602.1%
GE vs FSLY
-24.5%
+626.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +5.4% | -22.9% | +28.3% | +7.0% |
| 30D | +9.6% | -44.6% | +54.2% | +13.6% |
| 3M | -7.7% | -41.5% | +33.8% | -5.2% |
| 6M | +14.0% | -20.8% | +34.9% | +13.9% |
| YTD | +10.2% | +59.5% | -49.4% | +0.5% |
| 1Y | +8.9% | +36.1% | -27.2% | +0.6% |
| 3Y | +273.7% | -1.0% | +274.6% | +236.1% |
| 5Y | +410.2% | -66.9% | +477.2% | +363.7% |
| All | +602.1% | -24.5% | +626.6% | +393.6% |
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 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