+135.0%
GOOG vs FSLY
-50.4%
+185.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.5% | +7.5% | -10.0% | -3.3% |
| 30D | -3.6% | -21.1% | +17.5% | -1.6% |
| 3M | -6.4% | +21.8% | -28.2% | -9.2% |
| 6M | +7.8% | -0.1% | +7.9% | +3.3% |
| YTD | +5.5% | +123.1% | -117.6% | -10.9% |
| 1Y | +38.3% | +208.6% | -170.3% | +9.6% |
| 3Y | +143.1% | -1.3% | +144.4% | +114.6% |
| 5Y | +135.0% | -48.4% | +183.4% | +91.7% |
| All | +135.0% | -50.4% | +185.4% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling