+305.6%
PSX vs FSLY
-19.7%
+325.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +2.9% |
| 7D | -0.4% | -17.9% | +17.6% | +0.4% |
| 30D | -8.1% | -34.7% | +26.6% | -6.6% |
| 3M | +15.9% | -40.0% | +55.9% | +17.8% |
| 6M | +49.4% | -11.8% | +61.2% | +48.5% |
| YTD | +104.7% | +69.5% | +35.1% | +92.3% |
| 1Y | +89.1% | +44.0% | +45.1% | +79.3% |
| 3Y | +151.7% | +5.2% | +146.5% | +133.2% |
| 5Y | +298.3% | -65.6% | +363.9% | +276.3% |
| All | +305.6% | -19.7% | +325.3% | +194.6% |
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 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