+119.8%
NDAQ vs FSLY
-1.2%
+121.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +2.9% | -22.9% | +25.8% | +3.6% |
| 30D | +17.5% | -44.6% | +62.1% | +19.4% |
| 3M | +15.4% | -41.5% | +56.9% | +16.9% |
| 6M | +24.6% | -20.8% | +45.4% | +24.6% |
| YTD | +14.4% | +59.5% | -45.1% | +9.1% |
| 1Y | +26.9% | +36.1% | -9.2% | +22.1% |
| 3Y | +119.8% | -1.0% | +120.8% | +102.1% |
| All | +119.8% | -1.2% | +121.0% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling