-1.1%
META vs FSLY
+63.4%
-64.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.8% |
| 7D | -0.8% | -31.4% | +30.6% | 0.0% |
| 30D | -15.4% | -37.3% | +21.9% | -14.7% |
| 3M | +3.5% | -30.1% | +33.6% | +4.4% |
| 6M | -0.3% | -49.8% | +49.5% | +0.5% |
| YTD | -7.3% | +55.7% | -63.0% | -3.7% |
| 1Y | -1.1% | +44.5% | -45.6% | +3.4% |
| All | -1.1% | +63.4% | -64.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling