+3.9%
P vs FSLY
+63.4%
-59.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +3.2% |
| 7D | -23.8% | -31.4% | +7.6% | -20.4% |
| 30D | -36.6% | -37.3% | +0.7% | -33.3% |
| 3M | +10.9% | -30.1% | +41.0% | +15.4% |
| 6M | +30.0% | -49.8% | +79.8% | +34.9% |
| YTD | +44.4% | +55.7% | -11.3% | +53.1% |
| 1Y | +3.9% | +44.5% | -40.6% | +10.4% |
| All | +3.9% | +63.4% | -59.5% | +10.4% |
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