+50.6%
LYB vs FSLY
+161.0%
-110.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.6% | -4.7% |
| 7D | -6.2% | -22.2% | +16.0% | -6.4% |
| 30D | +6.3% | -19.1% | +25.4% | +6.1% |
| 3M | +4.1% | -15.7% | +19.8% | +4.0% |
| 6M | -15.5% | -23.5% | +8.0% | -15.4% |
| YTD | +50.2% | +106.6% | -56.4% | +60.4% |
| 1Y | +50.6% | +164.3% | -113.7% | +64.9% |
| All | +50.6% | +161.0% | -110.4% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling