+111.7%
ITW vs FSLY
+7.7%
+104.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -0.7% | +12.5% | -13.2% | -1.3% |
| 30D | -8.3% | -18.8% | +10.5% | -7.5% |
| 3M | +6.0% | +22.7% | -16.6% | +4.4% |
| 6M | 0.0% | -3.7% | +3.7% | -1.6% |
| YTD | +10.2% | +127.5% | -117.3% | +2.1% |
| 1Y | +3.2% | +193.5% | -190.3% | -6.6% |
| 3Y | +21.0% | -1.3% | +22.3% | +13.0% |
| 5Y | +37.9% | -47.3% | +85.3% | +25.4% |
| All | +111.7% | +7.7% | +104.0% | +64.7% |
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 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