+192.3%
SHEL vs FSLY
-49.3%
+241.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.1% |
| 7D | +3.0% | +11.2% | -8.1% | +2.7% |
| 30D | +7.2% | -18.2% | +25.4% | +7.7% |
| 3M | +12.9% | +21.9% | -9.0% | +12.0% |
| 6M | +13.7% | +4.0% | +9.7% | +12.6% |
| YTD | +33.7% | +123.1% | -89.4% | +29.0% |
| 1Y | +37.9% | +196.9% | -159.0% | +31.1% |
| 3Y | +70.2% | -1.3% | +71.5% | +64.3% |
| 5Y | +192.3% | -50.2% | +242.6% | +173.4% |
| All | +192.3% | -49.3% | +241.7% | +173.4% |
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