+11.2%
P vs FSLY
+36.0%
-24.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.2% |
| 7D | -9.6% | -22.4% | +12.8% | -6.7% |
| 30D | -33.4% | -45.5% | +12.0% | -29.3% |
| 3M | +14.2% | -30.4% | +44.6% | +18.9% |
| 6M | +31.6% | -22.1% | +53.7% | +35.6% |
| YTD | +53.5% | +57.0% | -3.5% | +62.5% |
| All | +11.2% | +36.0% | -24.8% | +19.5% |
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