+114.5%
NFLX vs FSLY
+5.6%
+108.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.6% | -1.7% |
| 7D | -8.1% | +11.2% | -19.3% | -9.4% |
| 30D | -0.3% | -18.2% | +17.8% | +1.7% |
| 3M | -6.6% | +21.9% | -28.5% | -10.0% |
| 6M | -22.7% | +4.0% | -26.7% | -27.3% |
| YTD | -18.9% | +123.1% | -142.0% | -34.3% |
| 1Y | -39.8% | +196.9% | -236.7% | -54.5% |
| 3Y | +71.7% | -1.3% | +73.0% | +44.0% |
| 5Y | +27.2% | -50.2% | +77.5% | +5.8% |
| All | +114.5% | +5.6% | +108.9% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling