+41.2%
KEY vs FSLY
-55.9%
+97.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +2.2% | -10.6% | +12.8% | +3.4% |
| 30D | -3.0% | -20.9% | +17.9% | -1.1% |
| 3M | +3.3% | +3.4% | -0.1% | +1.9% |
| 6M | +9.2% | +2.7% | +6.5% | +4.3% |
| YTD | +10.6% | +102.3% | -91.6% | -5.9% |
| 1Y | +20.4% | +182.1% | -161.7% | -4.6% |
| 3Y | +121.8% | -14.6% | +136.4% | +96.0% |
| All | +41.2% | -55.9% | +97.1% | +17.9% |
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 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