+200.5%
P vs FSLY
+2.5%
+197.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.4% |
| 7D | +11.6% | +4.9% | +6.8% | +10.8% |
| 30D | -23.7% | -33.5% | +9.8% | -18.7% |
| 3M | -8.0% | -44.6% | +36.7% | -0.6% |
| 6M | +27.9% | -9.2% | +37.1% | +29.2% |
| YTD | +61.2% | +63.3% | -2.1% | +42.0% |
| 1Y | +28.6% | +45.3% | -16.7% | +15.5% |
| 3Y | +200.5% | +3.7% | +196.7% | +130.5% |
| All | +200.5% | +2.5% | +197.9% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling