+165.0%
IR vs FSLY
-25.7%
+190.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.6% |
| 7D | +5.0% | -22.4% | +27.4% | +6.7% |
| 30D | +10.3% | -45.5% | +55.8% | +14.8% |
| 3M | -0.1% | -30.4% | +30.3% | +1.3% |
| 6M | +14.8% | -22.1% | +36.8% | +14.8% |
| YTD | +9.7% | +57.0% | -47.2% | -0.7% |
| 1Y | +12.2% | +38.2% | -26.0% | +2.6% |
| 3Y | +30.0% | -2.5% | +32.5% | +16.0% |
| 5Y | +46.8% | -68.8% | +115.7% | +31.6% |
| All | +165.0% | -25.7% | +190.7% | +96.2% |
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