+307.5%
NDAQ vs FSLY
-24.5%
+332.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +2.9% | -22.9% | +25.8% | +4.4% |
| 30D | +17.5% | -44.6% | +62.1% | +21.6% |
| 3M | +15.4% | -41.5% | +56.9% | +18.4% |
| 6M | +24.6% | -20.8% | +45.4% | +24.4% |
| YTD | +14.4% | +59.5% | -45.1% | +4.2% |
| 1Y | +26.9% | +36.1% | -9.2% | +17.0% |
| 3Y | +119.8% | -1.0% | +120.8% | +97.9% |
| 5Y | +70.5% | -66.9% | +137.4% | +56.9% |
| All | +307.5% | -24.5% | +332.0% | +195.0% |
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