+5.6%
META vs FSLY
+41.1%
-35.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.0% |
| 7D | +5.2% | +4.9% | +0.3% | +5.0% |
| 30D | -13.0% | -33.5% | +20.5% | -12.3% |
| 3M | +7.9% | -44.6% | +52.6% | +8.5% |
| 6M | +4.2% | -9.2% | +13.5% | +5.1% |
| YTD | -2.5% | +63.3% | -65.8% | +1.4% |
| 1Y | +5.6% | +45.3% | -39.7% | +10.8% |
| All | +5.6% | +41.1% | -35.5% | +10.8% |
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