+35.4%
HYG vs FSLY
+5.6%
+29.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | +7.5% | -8.3% | -1.0% |
| 30D | -0.6% | -21.1% | +20.5% | 0.0% |
| 3M | +0.4% | +21.8% | -21.4% | -0.4% |
| 6M | +1.2% | -0.1% | +1.4% | +0.1% |
| YTD | +1.5% | +123.1% | -121.6% | -2.9% |
| 1Y | +3.2% | +208.6% | -205.4% | -2.8% |
| 3Y | +25.9% | -1.3% | +27.2% | +21.4% |
| 5Y | +18.6% | -48.4% | +67.0% | +12.6% |
| All | +35.4% | +5.6% | +29.8% | +20.1% |
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 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