+77.4%
KEY vs FSLY
-26.3%
+103.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.8% |
| 7D | -1.3% | -31.4% | +30.2% | +1.8% |
| 30D | +5.1% | -37.3% | +42.4% | +8.8% |
| 3M | -7.1% | -30.1% | +23.0% | -5.7% |
| 6M | -4.4% | -49.8% | +45.4% | -1.2% |
| YTD | +4.0% | +55.7% | -51.7% | -8.4% |
| 1Y | +23.4% | +44.5% | -21.1% | +9.4% |
| 3Y | +113.9% | -4.3% | +118.3% | +86.5% |
| 5Y | +12.3% | -68.2% | +80.5% | +0.1% |
| All | +77.4% | -26.3% | +103.7% | +9.5% |
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