+7.4%
O vs FSLY
-67.3%
+74.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -0.4% | +4.9% | -5.2% | -0.5% |
| 30D | +7.1% | -33.5% | +40.6% | +7.9% |
| 3M | -5.2% | -44.6% | +39.4% | -4.2% |
| 6M | -1.8% | -9.2% | +7.5% | -2.4% |
| YTD | +9.1% | +63.3% | -54.2% | +4.5% |
| 1Y | +9.7% | +45.3% | -35.6% | +5.5% |
| 3Y | +39.1% | +3.7% | +35.4% | +32.7% |
| All | +7.4% | -67.3% | +74.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling