+163.2%
INTC vs FSLY
+7.7%
+155.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.3% |
| 7D | +7.5% | +12.5% | -5.0% | +5.8% |
| 30D | +2.0% | -18.8% | +20.8% | +4.7% |
| 3M | -12.0% | +22.7% | -34.7% | -15.1% |
| 6M | +114.5% | -3.7% | +118.2% | +108.9% |
| YTD | +179.0% | +127.5% | +51.5% | +135.9% |
| 1Y | +318.3% | +193.5% | +124.7% | +236.1% |
| 3Y | +171.2% | -1.3% | +172.5% | +136.3% |
| 5Y | +107.6% | -47.3% | +154.9% | +78.5% |
| All | +163.2% | +7.7% | +155.4% | +71.2% |
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