+106.5%
LOW vs FSLY
+5.6%
+100.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.6% | +7.5% | -10.2% | -3.2% |
| 30D | -11.1% | -21.1% | +9.9% | -9.8% |
| 3M | -8.5% | +21.8% | -30.3% | -10.6% |
| 6M | -20.8% | -0.1% | -20.7% | -23.3% |
| YTD | -17.2% | +123.1% | -140.3% | -26.8% |
| 1Y | -24.7% | +208.6% | -233.3% | -36.4% |
| 3Y | -9.7% | -1.3% | -8.5% | -18.4% |
| 5Y | +6.0% | -48.4% | +54.4% | -5.7% |
| All | +106.5% | +5.6% | +100.8% | +30.2% |
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