+290.7%
JPM vs FSLY
+7.7%
+283.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.7% | +12.5% | -13.2% | -1.3% |
| 30D | -2.5% | -18.8% | +16.4% | -1.5% |
| 3M | +14.1% | +22.7% | -8.5% | +12.3% |
| 6M | +25.1% | -3.7% | +28.8% | +23.1% |
| YTD | +12.1% | +127.5% | -115.4% | +3.5% |
| 1Y | +18.8% | +193.5% | -174.7% | +7.1% |
| 3Y | +163.4% | -1.3% | +164.7% | +145.5% |
| 5Y | +156.5% | -47.3% | +203.9% | +133.8% |
| All | +290.7% | +7.7% | +283.0% | +171.9% |
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