-81.2%
PATH vs FSLY
-75.5%
-5.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.7% | -22.4% | +19.7% | +3.4% |
| 30D | -3.7% | -45.5% | +41.8% | +12.3% |
| 3M | -13.8% | -30.4% | +16.6% | -8.8% |
| 6M | +20.3% | -22.1% | +42.4% | +21.3% |
| YTD | -20.8% | +57.0% | -77.8% | -48.7% |
| 1Y | -9.2% | +38.2% | -47.5% | -38.6% |
| 3Y | -21.8% | -2.5% | -19.3% | -50.1% |
| 5Y | -77.4% | -68.8% | -8.6% | -82.4% |
| All | -81.2% | -75.5% | -5.7% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling