+170.6%
RF vs FSLY
-24.5%
+195.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +0.3% | -22.9% | +23.3% | +2.2% |
| 30D | +6.2% | -44.6% | +50.8% | +10.7% |
| 3M | -7.8% | -41.5% | +33.6% | -5.0% |
| 6M | +5.9% | -20.8% | +26.7% | +5.7% |
| YTD | +9.0% | +59.5% | -50.5% | -2.7% |
| 1Y | +19.3% | +36.1% | -16.9% | +8.1% |
| 3Y | +116.4% | -1.0% | +117.4% | +91.4% |
| 5Y | +46.0% | -66.9% | +113.0% | +32.4% |
| All | +170.6% | -24.5% | +195.1% | +73.5% |
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