+159.5%
IR vs FSLY
-22.7%
+182.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +2.5% | +4.9% | -2.3% | +2.1% |
| 30D | +9.2% | -33.5% | +42.7% | +11.9% |
| 3M | +0.9% | -44.6% | +45.6% | +4.3% |
| 6M | +19.2% | -9.2% | +28.5% | +17.9% |
| YTD | +7.5% | +63.3% | -55.8% | -3.1% |
| 1Y | +11.7% | +45.3% | -33.5% | +1.8% |
| 3Y | +23.9% | +3.7% | +20.2% | +10.0% |
| 5Y | +46.4% | -67.2% | +113.5% | +30.6% |
| All | +159.5% | -22.7% | +182.2% | +91.5% |
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