+549.9%
QLD vs FSLY
-26.3%
+576.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +1.9% |
| 7D | -10.3% | -31.4% | +21.2% | -2.8% |
| 30D | -26.1% | -37.3% | +11.2% | -18.7% |
| 3M | -17.8% | -30.1% | +12.4% | -13.5% |
| 6M | -15.6% | -49.8% | +34.2% | -7.6% |
| YTD | +5.4% | +55.7% | -50.3% | -20.7% |
| 1Y | +5.2% | +44.5% | -39.3% | -19.6% |
| 3Y | +139.4% | -4.3% | +143.8% | +76.6% |
| 5Y | +66.7% | -68.2% | +134.9% | +41.7% |
| All | +549.9% | -26.3% | +576.2% | +252.9% |
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