+64.6%
MAR vs FSLY
-7.5%
+72.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.5% |
| 7D | -1.7% | +3.5% | -5.2% | -1.9% |
| 30D | -6.9% | -6.4% | -0.5% | -6.9% |
| 3M | -15.8% | +10.9% | -26.7% | -16.7% |
| 6M | +1.9% | +6.7% | -4.8% | -0.7% |
| YTD | +6.6% | +111.1% | -104.5% | -2.5% |
| 1Y | +23.7% | +185.8% | -162.1% | +8.3% |
| 3Y | +64.6% | -6.6% | +71.2% | +49.0% |
| All | +64.6% | -7.5% | +72.1% | +49.0% |
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