+114.7%
LOW vs FSLY
-4.2%
+118.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -1.7% | -10.6% | +8.9% | -0.9% |
| 30D | -7.0% | -20.9% | +13.9% | -5.8% |
| 3M | -0.9% | +3.4% | -4.3% | -1.9% |
| 6M | -20.1% | +2.7% | -22.8% | -22.8% |
| YTD | -13.9% | +102.3% | -116.2% | -23.3% |
| 1Y | -21.1% | +182.1% | -203.2% | -32.9% |
| 3Y | -6.6% | -14.6% | +7.9% | -14.4% |
| 5Y | +9.4% | -55.9% | +65.3% | -1.5% |
| All | +114.7% | -4.2% | +118.9% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling