+46.8%
INTU vs FSLY
-24.5%
+71.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -1.2% | -22.9% | +21.7% | +1.5% |
| 30D | +12.4% | -44.6% | +57.0% | +19.7% |
| 3M | +2.3% | -41.5% | +43.7% | +6.9% |
| 6M | -13.3% | -20.8% | +7.5% | -13.8% |
| YTD | -47.9% | +59.5% | -107.4% | -56.9% |
| 1Y | -47.2% | +36.1% | -83.3% | -55.3% |
| 3Y | -33.9% | -1.0% | -32.9% | -46.3% |
| 5Y | -41.3% | -66.9% | +25.6% | -49.6% |
| All | +46.8% | -24.5% | +71.3% | -3.7% |
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 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