+595.4%
QLD vs FSLY
-22.7%
+618.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -1.7% |
| 7D | +7.0% | +4.9% | +2.1% | +5.9% |
| 30D | -14.3% | -33.5% | +19.2% | -6.7% |
| 3M | -16.0% | -44.6% | +28.6% | -6.4% |
| 6M | -14.2% | -9.2% | -5.0% | -15.5% |
| YTD | +12.8% | +63.3% | -50.5% | -16.1% |
| 1Y | +14.1% | +45.3% | -31.2% | -12.8% |
| 3Y | +146.0% | +3.7% | +142.2% | +77.7% |
| 5Y | +82.0% | -67.2% | +149.2% | +53.7% |
| All | +595.4% | -22.7% | +618.1% | +273.6% |
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