+19.3%
RF vs FSLY
+38.2%
-19.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | +0.3% | -22.9% | +23.3% | +0.4% |
| 30D | +6.2% | -44.6% | +50.8% | +6.2% |
| 3M | -7.8% | -41.5% | +33.6% | -7.9% |
| 6M | +5.9% | -20.8% | +26.7% | +6.1% |
| YTD | +9.0% | +59.5% | -50.5% | +16.0% |
| 1Y | +19.3% | +36.1% | -16.9% | +30.0% |
| All | +19.3% | +38.2% | -19.0% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling