+369.2%
P vs FSLY
-26.3%
+395.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +3.0% |
| 7D | -23.8% | -31.4% | +7.6% | -18.1% |
| 30D | -36.6% | -37.3% | +0.7% | -30.8% |
| 3M | +10.9% | -30.1% | +41.0% | +17.1% |
| 6M | +30.0% | -49.8% | +79.8% | +41.6% |
| YTD | +44.4% | +55.7% | -11.3% | +17.9% |
| 1Y | +3.9% | +44.5% | -40.6% | -14.2% |
| 3Y | +176.6% | -4.3% | +180.9% | +124.2% |
| 5Y | +249.3% | -68.2% | +317.4% | +217.7% |
| All | +369.2% | -26.3% | +395.5% | +176.8% |
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