+48.4%
IR vs FSLY
-55.9%
+104.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -2.8% | -10.6% | +7.8% | -1.8% |
| 30D | -15.1% | -20.9% | +5.8% | -13.7% |
| 3M | +6.1% | +3.4% | +2.7% | +4.9% |
| 6M | -16.8% | +2.7% | -19.6% | -20.1% |
| YTD | -3.5% | +102.3% | -105.8% | -16.0% |
| 1Y | -3.5% | +182.1% | -185.5% | -21.0% |
| 3Y | +9.5% | -14.6% | +24.0% | -1.7% |
| All | +48.4% | -55.9% | +104.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling