+308.9%
PSX vs FSLY
+5.6%
+303.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.3% |
| 7D | +1.8% | +11.2% | -9.3% | +1.3% |
| 30D | +21.6% | -18.2% | +39.8% | +22.7% |
| 3M | +46.5% | +21.9% | +24.6% | +44.5% |
| 6M | +62.0% | +4.0% | +58.0% | +59.1% |
| YTD | +106.3% | +123.1% | -16.8% | +92.6% |
| 1Y | +103.0% | +196.9% | -93.9% | +85.0% |
| 3Y | +135.5% | -1.3% | +136.8% | +120.3% |
| 5Y | +368.5% | -50.2% | +418.7% | +337.2% |
| All | +308.9% | +5.6% | +303.3% | +195.1% |
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