+132.6%
JPM vs FSLY
-66.1%
+198.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.6% | +11.8% | -10.1% | +1.0% |
| 30D | +3.4% | -36.5% | +40.0% | +5.7% |
| 3M | -5.7% | -39.7% | +34.1% | -3.7% |
| 6M | +13.5% | -9.7% | +23.2% | +12.4% |
| YTD | +8.4% | +68.9% | -60.4% | -0.1% |
| 1Y | +9.1% | +44.5% | -35.4% | +1.6% |
| 3Y | +149.5% | +4.8% | +144.7% | +125.5% |
| 5Y | +132.6% | -66.0% | +198.6% | +101.0% |
| All | +132.6% | -66.1% | +198.7% | +101.0% |
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 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