+226.6%
MELI vs FSLY
+5.6%
+220.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.7% |
| 7D | -6.5% | +11.2% | -17.7% | -8.5% |
| 30D | +2.8% | -18.2% | +21.0% | +5.8% |
| 3M | +14.3% | +21.9% | -7.6% | +7.9% |
| 6M | +6.0% | +4.0% | +2.0% | -3.3% |
| YTD | -6.8% | +123.1% | -129.9% | -32.0% |
| 1Y | -20.9% | +196.9% | -217.8% | -47.9% |
| 3Y | +31.4% | -1.3% | +32.6% | +0.3% |
| 5Y | -0.4% | -50.2% | +49.8% | -21.9% |
| All | +226.6% | +5.6% | +220.9% | +93.4% |
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