+51.9%
T vs FSLY
-24.5%
+76.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +2.6% | -22.9% | +25.5% | +2.8% |
| 30D | -1.1% | -44.6% | +43.5% | -0.5% |
| 3M | -7.7% | -41.5% | +33.7% | -7.4% |
| 6M | -10.6% | -20.8% | +10.2% | -10.9% |
| YTD | -7.5% | +59.5% | -67.0% | -10.1% |
| 1Y | -7.4% | +36.1% | -43.6% | -9.7% |
| 3Y | +63.1% | -1.0% | +64.0% | +58.1% |
| 5Y | +55.2% | -66.9% | +122.1% | +51.0% |
| All | +51.9% | -24.5% | +76.4% | +26.4% |
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