+33.3%
MELI vs FSLY
+1.6%
+31.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.5% |
| 7D | -4.1% | +12.5% | -16.6% | -4.5% |
| 30D | +3.8% | -18.8% | +22.6% | +4.5% |
| 3M | +17.8% | +22.7% | -4.8% | +16.4% |
| 6M | +7.4% | -3.7% | +11.1% | +5.8% |
| YTD | -5.8% | +127.5% | -133.3% | -12.0% |
| 1Y | -18.9% | +193.5% | -212.4% | -25.9% |
| 3Y | +33.3% | -1.3% | +34.7% | +24.2% |
| All | +33.3% | +1.6% | +31.8% | +24.2% |
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 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