+75.0%
T vs FSLY
+5.6%
+69.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | +7.5% | -10.0% | -2.6% |
| 30D | +4.3% | -21.1% | +25.4% | +4.6% |
| 3M | +11.6% | +21.8% | -10.2% | +11.0% |
| 6M | -5.6% | -0.1% | -5.5% | -6.2% |
| YTD | +6.6% | +123.1% | -116.5% | +3.4% |
| 1Y | -8.4% | +208.6% | -216.9% | -12.0% |
| 3Y | +107.8% | -1.3% | +109.1% | +103.5% |
| 5Y | +68.3% | -48.4% | +116.7% | +62.9% |
| All | +75.0% | +5.6% | +69.3% | +45.4% |
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 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