+232.4%
META vs FSLY
-26.3%
+258.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.4% |
| 7D | -0.8% | -31.4% | +30.6% | +3.7% |
| 30D | -15.4% | -37.3% | +21.9% | -11.0% |
| 3M | +3.5% | -30.1% | +33.6% | +6.3% |
| 6M | -0.3% | -49.8% | +49.5% | +4.6% |
| YTD | -7.3% | +55.7% | -63.0% | -22.6% |
| 1Y | -1.1% | +44.5% | -45.6% | -16.6% |
| 3Y | +95.1% | -4.3% | +99.4% | +60.4% |
| 5Y | +80.6% | -68.2% | +148.7% | +54.8% |
| All | +232.4% | -26.3% | +258.7% | +119.5% |
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 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