+176.7%
RTX vs FSLY
+5.6%
+171.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.8% |
| 7D | -1.6% | +11.2% | -12.8% | -2.0% |
| 30D | -11.6% | -18.2% | +6.6% | -11.0% |
| 3M | +9.2% | +21.9% | -12.7% | +8.0% |
| 6M | -4.4% | +4.0% | -8.4% | -6.0% |
| YTD | +8.9% | +123.1% | -114.2% | +2.6% |
| 1Y | +32.1% | +196.9% | -164.7% | +22.4% |
| 3Y | +151.2% | -1.3% | +152.5% | +138.0% |
| 5Y | +162.9% | -50.2% | +213.1% | +146.4% |
| All | +176.7% | +5.6% | +171.1% | +109.7% |
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