+108.5%
RF vs FSLY
-9.9%
+118.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.5% |
| 7D | -0.9% | -31.4% | +30.5% | +0.9% |
| 30D | +6.0% | -37.3% | +43.3% | +8.2% |
| 3M | -8.9% | -30.1% | +21.2% | -8.1% |
| 6M | +2.3% | -49.8% | +52.1% | +4.4% |
| YTD | +7.6% | +55.7% | -48.1% | -0.8% |
| 1Y | +21.2% | +44.5% | -23.3% | +12.6% |
| 3Y | +108.5% | -4.3% | +112.9% | +80.3% |
| All | +108.5% | -9.9% | +118.4% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling