+28.0%
O vs FSLY
+5.6%
+22.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.7% |
| 7D | -2.3% | +11.2% | -13.4% | -2.7% |
| 30D | -2.4% | -18.2% | +15.7% | -1.8% |
| 3M | -0.6% | +21.9% | -22.5% | -1.7% |
| 6M | -5.0% | +4.0% | -9.0% | -6.5% |
| YTD | +10.4% | +123.1% | -112.7% | +4.1% |
| 1Y | +6.6% | +196.9% | -190.3% | -1.4% |
| 3Y | +28.4% | -1.3% | +29.7% | +22.6% |
| 5Y | +15.3% | -50.2% | +65.5% | +9.6% |
| All | +28.0% | +5.6% | +22.4% | -4.9% |
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