+36.4%
ITW vs FSLY
-50.4%
+86.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | +7.5% | -9.9% | -2.8% |
| 30D | -9.5% | -21.1% | +11.6% | -8.4% |
| 3M | +6.6% | +21.8% | -15.1% | +4.8% |
| 6M | -1.8% | -0.1% | -1.6% | -3.9% |
| YTD | +9.0% | +123.1% | -114.1% | -0.6% |
| 1Y | +3.6% | +208.6% | -205.0% | -9.0% |
| 3Y | +19.4% | -1.3% | +20.7% | +10.3% |
| 5Y | +36.4% | -48.4% | +84.8% | +15.8% |
| All | +36.4% | -50.4% | +86.8% | +15.8% |
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