+388.3%
JBL vs FSLY
-50.4%
+438.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.0% | +7.5% | -8.5% | -1.9% |
| 30D | -15.1% | -21.1% | +6.0% | -12.8% |
| 3M | -14.0% | +21.8% | -35.8% | -16.6% |
| 6M | +20.6% | -0.1% | +20.8% | +16.7% |
| YTD | +32.9% | +123.1% | -90.2% | +13.7% |
| 1Y | +40.5% | +208.6% | -168.0% | +12.8% |
| 3Y | +183.7% | -1.3% | +185.0% | +151.3% |
| 5Y | +388.3% | -48.4% | +436.7% | +307.2% |
| All | +388.3% | -50.4% | +438.8% | +307.2% |
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