+53.6%
T vs FSLY
-22.7%
+76.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +2.5% | +4.9% | -2.3% | +2.5% |
| 30D | -3.8% | -33.5% | +29.7% | -3.4% |
| 3M | -8.7% | -44.6% | +35.9% | -8.3% |
| 6M | -8.1% | -9.2% | +1.1% | -8.6% |
| YTD | -6.4% | +63.3% | -69.7% | -9.1% |
| 1Y | -9.8% | +45.3% | -55.0% | -12.1% |
| 3Y | +65.5% | +3.7% | +61.7% | +60.3% |
| 5Y | +57.0% | -67.2% | +124.1% | +52.8% |
| All | +53.6% | -22.7% | +76.3% | +27.8% |
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