+17.5%
P vs FSLY
+161.0%
-143.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | -19.4% | -22.2% | +2.8% | -17.8% |
| 30D | -22.3% | -19.1% | -3.2% | -21.1% |
| 3M | +33.2% | -15.7% | +48.9% | +34.2% |
| 6M | +53.6% | -23.5% | +77.1% | +53.4% |
| YTD | +66.8% | +106.6% | -39.8% | +74.0% |
| 1Y | +17.5% | +164.3% | -146.7% | +24.0% |
| All | +17.5% | +161.0% | -143.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling