+62.1%
T vs FSLY
-6.2%
+68.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.7% | -22.4% | +24.1% | +1.2% |
| 30D | -1.7% | -45.5% | +43.7% | -2.8% |
| 3M | -7.3% | -30.4% | +23.1% | -7.8% |
| 6M | -11.2% | -22.1% | +10.9% | -11.5% |
| YTD | -8.1% | +57.0% | -65.0% | -7.3% |
| 1Y | -8.0% | +38.2% | -46.2% | -7.4% |
| 3Y | +62.1% | -2.5% | +64.6% | +63.9% |
| All | +62.1% | -6.2% | +68.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling