+112.1%
ITW vs FSLY
0.0%
+112.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.8% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | -9.4% | -6.4% | -3.0% | -9.4% |
| 3M | +7.1% | +10.9% | -3.8% | +6.1% |
| 6M | -1.9% | +6.7% | -8.6% | -4.0% |
| YTD | +10.4% | +111.1% | -100.7% | +2.7% |
| 1Y | +3.3% | +185.8% | -182.5% | -6.4% |
| 3Y | +21.0% | -6.6% | +27.6% | +13.3% |
| 5Y | +36.3% | -52.4% | +88.7% | +24.6% |
| All | +112.1% | 0.0% | +112.2% | +65.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling