+110.5%
ICE vs FSLY
+5.6%
+104.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.3% | +7.5% | -12.9% | -5.7% |
| 30D | +3.0% | -21.1% | +24.1% | +4.1% |
| 3M | +11.4% | +21.8% | -10.3% | +9.7% |
| 6M | -2.0% | -0.1% | -1.9% | -4.2% |
| YTD | -3.1% | +123.1% | -126.2% | -11.3% |
| 1Y | -8.4% | +208.6% | -216.9% | -18.7% |
| 3Y | +40.7% | -1.3% | +42.0% | +31.1% |
| 5Y | +40.0% | -48.4% | +88.3% | +28.6% |
| All | +110.5% | +5.6% | +104.9% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling