+322.4%
NET vs FSLY
+19.6%
+302.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | -22.2% | +5.8% | -11.2% |
| 30D | -25.8% | -19.1% | -6.7% | -22.2% |
| 3M | -11.5% | -15.7% | +4.2% | -9.1% |
| 6M | +18.9% | -23.5% | +42.4% | +20.1% |
| YTD | +35.2% | +106.6% | -71.4% | +6.9% |
| 1Y | +14.5% | +164.3% | -149.8% | -17.2% |
| All | +322.4% | +19.6% | +302.8% | +228.5% |
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 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