+312.3%
PSX vs FSLY
-20.0%
+332.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.4% | +11.8% | -5.3% | +5.8% |
| 30D | -10.2% | -36.5% | +26.4% | -8.6% |
| 3M | +17.2% | -39.7% | +56.9% | +19.1% |
| 6M | +51.8% | -9.7% | +61.4% | +50.7% |
| YTD | +108.0% | +68.9% | +39.1% | +95.5% |
| 1Y | +96.1% | +44.5% | +51.7% | +85.9% |
| 3Y | +155.9% | +4.8% | +151.0% | +137.1% |
| 5Y | +306.9% | -66.0% | +373.0% | +284.7% |
| All | +312.3% | -20.0% | +332.3% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling