+7.1%
LOW vs FSLY
-50.4%
+57.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.5% |
| 7D | -0.6% | +11.2% | -11.8% | -1.3% |
| 30D | -9.3% | -18.2% | +8.9% | -8.3% |
| 3M | -8.1% | +21.9% | -30.0% | -9.9% |
| 6M | -19.8% | +4.0% | -23.8% | -22.3% |
| YTD | -16.4% | +123.1% | -139.5% | -25.5% |
| 1Y | -24.7% | +196.9% | -221.5% | -35.7% |
| 3Y | -8.8% | -1.3% | -7.6% | -16.3% |
| All | +7.1% | -50.4% | +57.5% | -9.9% |
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