+1,381.0%
NET vs FSLY
-31.7%
+1,412.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | -22.2% | +5.8% | -7.8% |
| 30D | -25.8% | -19.1% | -6.7% | -20.0% |
| 3M | -11.5% | -15.7% | +4.2% | -8.4% |
| 6M | +18.9% | -23.5% | +42.4% | +18.9% |
| YTD | +35.2% | +106.6% | -71.4% | -22.3% |
| 1Y | +14.5% | +164.3% | -149.8% | -43.9% |
| 3Y | +313.8% | +19.8% | +294.0% | +138.6% |
| 5Y | +32.6% | -61.3% | +93.9% | +9.6% |
| All | +1,381.0% | -31.7% | +1,412.7% | +588.8% |
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