+288.7%
QQQ vs FSLY
-22.7%
+311.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.8% |
| 7D | +3.6% | +4.9% | -1.2% | +3.1% |
| 30D | -6.7% | -33.5% | +26.8% | -2.9% |
| 3M | -7.0% | -44.6% | +37.6% | -2.2% |
| 6M | -4.7% | -9.2% | +4.6% | -5.8% |
| YTD | +11.1% | +63.3% | -52.2% | -3.8% |
| 1Y | +12.3% | +45.3% | -33.0% | -1.5% |
| 3Y | +83.3% | +3.7% | +79.6% | +55.7% |
| 5Y | +77.5% | -67.2% | +144.6% | +59.1% |
| All | +288.7% | -22.7% | +311.4% | +173.2% |
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