+47.5%
SBUX vs FSLY
+5.6%
+41.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -6.2% | +7.5% | -13.8% | -6.8% |
| 30D | -6.4% | -21.1% | +14.6% | -4.8% |
| 3M | +1.0% | +21.8% | -20.7% | -1.3% |
| 6M | -0.4% | -0.1% | -0.3% | -3.4% |
| YTD | +20.0% | +123.1% | -103.1% | +5.4% |
| 1Y | +22.8% | +208.6% | -185.8% | +2.9% |
| 3Y | +12.3% | -1.3% | +13.6% | +0.5% |
| 5Y | -6.4% | -48.4% | +42.0% | -18.0% |
| All | +47.5% | +5.6% | +41.9% | -2.5% |
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