-0.3%
SPOT vs FSLY
+161.0%
-161.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +16.6% | -22.2% | +38.8% | +15.8% |
| 30D | +29.9% | -19.1% | +49.1% | +29.4% |
| 3M | +31.3% | -15.7% | +47.0% | +31.0% |
| 6M | +43.2% | -23.5% | +66.7% | +43.3% |
| YTD | +8.1% | +106.6% | -98.5% | +15.8% |
| 1Y | -0.3% | +164.3% | -164.6% | +6.4% |
| All | -0.3% | +161.0% | -161.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling