+154.0%
SCHD vs FSLY
+7.7%
+146.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -2.0% | +12.5% | -14.4% | -2.5% |
| 30D | -0.4% | -18.8% | +18.4% | +0.4% |
| 3M | +5.7% | +22.7% | -16.9% | +4.2% |
| 6M | +11.9% | -3.7% | +15.6% | +10.1% |
| YTD | +26.4% | +127.5% | -101.1% | +17.5% |
| 1Y | +27.6% | +193.5% | -165.9% | +16.0% |
| 3Y | +54.9% | -1.3% | +56.3% | +45.6% |
| 5Y | +60.9% | -47.3% | +108.3% | +49.2% |
| All | +154.0% | +7.7% | +146.3% | +90.6% |
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