+28.1%
O vs FSLY
-19.7%
+47.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.2% |
| 7D | +0.6% | -17.9% | +18.5% | +1.1% |
| 30D | +9.4% | -34.7% | +44.1% | +10.7% |
| 3M | -2.4% | -40.0% | +37.6% | -1.2% |
| 6M | -1.9% | -11.8% | +10.0% | -2.5% |
| YTD | +10.5% | +69.5% | -59.1% | +4.6% |
| 1Y | +10.0% | +44.0% | -34.0% | +4.8% |
| 3Y | +40.5% | +5.2% | +35.2% | +32.3% |
| 5Y | +10.2% | -65.6% | +75.8% | +6.0% |
| All | +28.1% | -19.7% | +47.8% | -4.4% |
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