+327.1%
NET vs FSLY
-13.5%
+340.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -7.0% | -10.6% | +3.7% | -4.5% |
| 30D | -4.8% | -20.9% | +16.1% | -0.1% |
| 3M | +3.8% | +3.4% | +0.4% | +2.3% |
| 6M | +50.0% | +2.7% | +47.3% | +41.5% |
| YTD | +41.5% | +102.3% | -60.8% | +10.3% |
| 1Y | +32.8% | +182.1% | -149.2% | -8.8% |
| All | +327.1% | -13.5% | +340.6% | +364.1% |
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