+27.4%
O vs FSLY
-20.0%
+47.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.4% | +11.8% | -12.2% | -0.8% |
| 30D | +8.3% | -36.5% | +44.8% | +9.7% |
| 3M | -4.0% | -39.7% | +35.8% | -2.9% |
| 6M | -2.6% | -9.7% | +7.0% | -3.4% |
| YTD | +9.9% | +68.9% | -59.0% | +4.1% |
| 1Y | +9.8% | +44.5% | -34.6% | +4.7% |
| 3Y | +39.7% | +4.8% | +34.9% | +31.6% |
| 5Y | +9.2% | -66.0% | +75.2% | +5.0% |
| All | +27.4% | -20.0% | +47.5% | -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 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