+28.1%
LYB vs FSLY
+5.6%
+22.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +7.5% | -8.2% | -1.3% |
| 30D | +1.5% | -21.1% | +22.6% | +3.1% |
| 3M | -0.3% | +21.8% | -22.1% | -2.4% |
| 6M | +0.1% | -0.1% | +0.2% | -2.6% |
| YTD | +53.4% | +123.1% | -69.6% | +37.4% |
| 1Y | +25.6% | +208.6% | -182.9% | +7.8% |
| 3Y | -21.3% | -1.3% | -20.0% | -28.7% |
| 5Y | -2.4% | -48.4% | +45.9% | -11.6% |
| All | +28.1% | +5.6% | +22.5% | -22.2% |
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