+176.6%
P vs FSLY
-9.9%
+186.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +3.1% |
| 7D | -23.8% | -31.4% | +7.6% | -19.1% |
| 30D | -36.6% | -37.3% | +0.7% | -31.9% |
| 3M | +10.9% | -30.1% | +41.0% | +16.3% |
| 6M | +30.0% | -49.8% | +79.8% | +39.0% |
| YTD | +44.4% | +55.7% | -11.3% | +28.1% |
| 1Y | +3.9% | +44.5% | -40.6% | -6.8% |
| 3Y | +176.6% | -4.3% | +180.9% | +118.6% |
| All | +176.6% | -9.9% | +186.5% | +118.6% |
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