+249.4%
META vs FSLY
-25.7%
+275.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.0% |
| 7D | +5.7% | -22.4% | +28.1% | +8.8% |
| 30D | -10.8% | -45.5% | +34.7% | -4.2% |
| 3M | +8.4% | -30.4% | +38.8% | +11.4% |
| 6M | +5.4% | -22.1% | +27.5% | +5.7% |
| YTD | -2.6% | +57.0% | -59.6% | -18.7% |
| 1Y | +3.5% | +38.2% | -34.7% | -12.0% |
| 3Y | +102.0% | -2.5% | +104.5% | +65.6% |
| 5Y | +93.1% | -68.8% | +161.9% | +65.9% |
| All | +249.4% | -25.7% | +275.1% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling