+91.8%
QLD vs FSLY
-65.4%
+157.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.6% | +3.3% |
| 7D | -1.2% | -17.9% | +16.8% | +2.9% |
| 30D | -15.7% | -34.7% | +19.0% | -8.0% |
| 3M | -10.0% | -40.0% | +30.0% | -1.7% |
| 6M | -11.2% | -11.8% | +0.6% | -12.0% |
| YTD | +16.4% | +69.5% | -53.2% | -14.3% |
| 1Y | +12.7% | +44.0% | -31.3% | -13.3% |
| 3Y | +152.3% | +5.2% | +147.0% | +79.4% |
| 5Y | +91.8% | -65.6% | +157.3% | +60.0% |
| All | +91.8% | -65.4% | +157.1% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling