-22.8%
LYB vs FSLY
+1.6%
-24.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +0.3% | +12.5% | -12.2% | -0.3% |
| 30D | +2.5% | -18.8% | +21.3% | +3.4% |
| 3M | +1.4% | +22.7% | -21.3% | -0.2% |
| 6M | -3.5% | -3.7% | +0.2% | -5.0% |
| YTD | +52.0% | +127.5% | -75.5% | +41.2% |
| 1Y | +22.1% | +193.5% | -171.5% | +9.2% |
| 3Y | -22.8% | -1.3% | -21.4% | -30.0% |
| All | -22.8% | +1.6% | -24.3% | -30.0% |
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