+129.1%
IR vs FSLY
0.0%
+129.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.0% |
| 7D | +0.6% | +3.5% | -2.8% | +0.3% |
| 30D | -13.6% | -6.4% | -7.2% | -13.5% |
| 3M | +3.7% | +10.9% | -7.2% | +2.2% |
| 6M | -13.1% | +6.7% | -19.8% | -16.0% |
| YTD | -5.1% | +111.1% | -116.2% | -15.2% |
| 1Y | -6.5% | +185.8% | -192.2% | -19.7% |
| 3Y | +8.5% | -6.6% | +15.1% | -1.7% |
| 5Y | +43.3% | -52.4% | +95.7% | +25.9% |
| All | +129.1% | 0.0% | +129.2% | +67.5% |
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