+140.7%
LOW vs FSLY
-22.7%
+163.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | +1.4% | +4.9% | -3.4% | +1.1% |
| 30D | +21.7% | -33.5% | +55.2% | +24.4% |
| 3M | +5.0% | -44.6% | +49.7% | +8.1% |
| 6M | +4.6% | -9.2% | +13.8% | +2.9% |
| YTD | -3.5% | +63.3% | -66.8% | -13.8% |
| 1Y | +0.5% | +45.3% | -44.7% | -9.4% |
| 3Y | +24.8% | +3.7% | +21.1% | +10.0% |
| 5Y | +6.5% | -67.2% | +73.6% | -2.8% |
| All | +140.7% | -22.7% | +163.4% | +53.3% |
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