+257.7%
NDAQ vs FSLY
-4.2%
+261.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.7% |
| 7D | -2.4% | -10.6% | +8.2% | -1.7% |
| 30D | +2.5% | -20.9% | +23.4% | +3.7% |
| 3M | +9.9% | +3.4% | +6.5% | +9.0% |
| 6M | +9.4% | +2.7% | +6.7% | +6.2% |
| YTD | +0.4% | +102.3% | -101.8% | -9.2% |
| 1Y | +4.0% | +182.1% | -178.0% | -9.5% |
| 3Y | +94.4% | -14.6% | +108.9% | +79.5% |
| 5Y | +56.7% | -55.9% | +112.6% | +42.4% |
| All | +257.7% | -4.2% | +261.9% | +157.1% |
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 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