+250.9%
NDAQ vs FSLY
0.0%
+250.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.2% |
| 7D | -2.6% | +3.5% | -6.0% | -2.8% |
| 30D | +0.5% | -6.4% | +6.9% | +0.6% |
| 3M | +9.9% | +10.9% | -1.0% | +8.5% |
| 6M | +8.2% | +6.7% | +1.5% | +4.7% |
| YTD | -1.5% | +111.1% | -112.6% | -11.2% |
| 1Y | +1.3% | +185.8% | -184.5% | -11.9% |
| 3Y | +92.6% | -6.6% | +99.1% | +76.5% |
| 5Y | +53.8% | -52.4% | +106.2% | +39.0% |
| All | +250.9% | 0.0% | +250.9% | +151.5% |
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