+99.6%
PSX vs FSLY
+181.7%
-82.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | +4.5% | -10.6% | +15.2% | +4.7% |
| 30D | +26.6% | -20.9% | +47.5% | +26.8% |
| 3M | +39.3% | +3.4% | +35.9% | +39.2% |
| 6M | +56.8% | +2.7% | +54.1% | +58.2% |
| YTD | +101.8% | +102.3% | -0.4% | +108.8% |
| 1Y | +99.6% | +182.1% | -82.4% | +105.4% |
| All | +99.6% | +181.7% | -82.1% | +105.4% |
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