+695.0%
QLD vs FSLY
-4.2%
+699.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.9% |
| 7D | +0.6% | -10.6% | +11.2% | +3.0% |
| 30D | -0.1% | -20.9% | +20.8% | +3.8% |
| 3M | -8.4% | +3.4% | -11.8% | -10.4% |
| 6M | +32.2% | +2.7% | +29.5% | +21.0% |
| YTD | +28.9% | +102.3% | -73.4% | -6.8% |
| 1Y | +43.8% | +182.1% | -138.2% | -8.3% |
| 3Y | +176.6% | -14.6% | +191.2% | +117.1% |
| 5Y | +121.6% | -55.9% | +177.5% | +77.4% |
| All | +695.0% | -4.2% | +699.2% | +314.8% |
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