+100.5%
SHEL vs FSLY
+5.6%
+94.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | +7.5% | -3.6% | +3.6% |
| 30D | +7.0% | -21.1% | +28.1% | +7.8% |
| 3M | +12.5% | +21.8% | -9.3% | +11.1% |
| 6M | +14.8% | -0.1% | +14.9% | +13.2% |
| YTD | +34.2% | +123.1% | -88.9% | +26.7% |
| 1Y | +37.0% | +208.6% | -171.6% | +26.6% |
| 3Y | +70.9% | -1.3% | +72.1% | +62.5% |
| 5Y | +192.5% | -48.4% | +240.9% | +178.1% |
| All | +100.5% | +5.6% | +94.9% | +45.6% |
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