+46.0%
RF vs FSLY
-65.4%
+111.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -0.7% |
| 7D | -1.3% | -17.9% | +16.6% | 0.0% |
| 30D | +4.6% | -34.7% | +39.3% | +7.8% |
| 3M | -8.4% | -40.0% | +31.6% | -5.7% |
| 6M | +8.9% | -11.8% | +20.7% | +7.4% |
| YTD | +8.8% | +69.5% | -60.7% | -4.9% |
| 1Y | +18.9% | +44.0% | -25.0% | +6.0% |
| 3Y | +116.0% | +5.2% | +110.7% | +86.1% |
| 5Y | +46.0% | -65.6% | +111.6% | +29.5% |
| All | +46.0% | -65.4% | +111.4% | +29.5% |
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 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