+1,091.5%
JBL vs FSLY
+7.7%
+1,083.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +4.8% |
| 7D | +2.4% | +12.5% | -10.1% | +1.0% |
| 30D | -13.1% | -18.8% | +5.7% | -11.2% |
| 3M | -15.6% | +22.7% | -38.3% | -18.1% |
| 6M | +24.6% | -3.7% | +28.3% | +21.2% |
| YTD | +39.6% | +127.5% | -87.9% | +20.0% |
| 1Y | +48.6% | +193.5% | -144.9% | +22.1% |
| 3Y | +197.3% | -1.3% | +198.6% | +163.2% |
| 5Y | +413.0% | -47.3% | +460.3% | +345.7% |
| All | +1,091.5% | +7.7% | +1,083.7% | +677.0% |
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