+93.9%
QQQ vs FSLY
-50.4%
+144.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | +7.5% | -8.8% | -2.1% |
| 30D | -1.4% | -21.1% | +19.7% | +0.9% |
| 3M | +2.3% | +21.8% | -19.5% | -0.8% |
| 6M | +16.9% | -0.1% | +17.0% | +12.2% |
| YTD | +15.6% | +123.1% | -107.4% | -2.3% |
| 1Y | +22.6% | +208.6% | -185.9% | -3.1% |
| 3Y | +93.5% | -1.3% | +94.8% | +69.9% |
| 5Y | +93.9% | -48.4% | +142.3% | +63.2% |
| All | +93.9% | -50.4% | +144.3% | +63.2% |
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 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