-10.5%
T vs FSLY
+205.2%
-215.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.4% | -1.7% |
| 7D | -3.1% | +11.2% | -14.2% | -3.0% |
| 30D | +4.6% | -18.2% | +22.7% | +4.4% |
| 3M | +12.2% | +21.9% | -9.7% | +12.4% |
| 6M | -6.5% | +4.0% | -10.5% | -6.1% |
| YTD | +4.9% | +123.1% | -118.2% | +4.8% |
| 1Y | -10.5% | +196.9% | -207.3% | -11.7% |
| All | -10.5% | +205.2% | -215.7% | -11.7% |
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