+24.7%
LOW vs FSLY
+6.0%
+18.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.1% | +11.8% | -11.7% | -0.1% |
| 30D | +21.3% | -36.5% | +57.8% | +22.1% |
| 3M | +6.0% | -39.7% | +45.7% | +6.6% |
| 6M | +2.6% | -9.7% | +12.3% | +1.9% |
| YTD | -3.6% | +68.9% | -72.5% | -8.4% |
| 1Y | -1.0% | +44.5% | -45.4% | -5.0% |
| All | +24.7% | +6.0% | +18.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling