+308.3%
QQQ vs FSLY
+7.7%
+300.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -0.6% | +12.5% | -13.0% | -1.9% |
| 30D | -1.2% | -18.8% | +17.6% | +0.8% |
| 3M | -0.2% | +22.7% | -22.9% | -3.3% |
| 6M | +17.9% | -3.7% | +21.6% | +13.8% |
| YTD | +16.6% | +127.5% | -110.9% | -1.5% |
| 1Y | +23.0% | +193.5% | -170.6% | -1.2% |
| 3Y | +92.9% | -1.3% | +94.3% | +68.2% |
| 5Y | +95.6% | -47.3% | +142.9% | +67.7% |
| All | +308.3% | +7.7% | +300.6% | +179.8% |
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 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