+27.2%
P vs FSLY
+187.7%
-160.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.4% |
| 7D | +7.8% | +3.5% | +4.4% | +7.6% |
| 30D | +12.3% | -6.4% | +18.7% | +12.8% |
| 3M | +37.1% | +10.9% | +26.2% | +36.6% |
| 6M | +66.1% | +6.7% | +59.4% | +65.7% |
| YTD | +50.9% | +111.1% | -60.2% | +54.4% |
| 1Y | +27.2% | +185.8% | -158.6% | +28.3% |
| All | +27.2% | +187.7% | -160.5% | +28.3% |
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