+108.2%
T vs FSLY
-7.5%
+115.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.3% |
| 7D | -1.5% | +3.5% | -5.0% | -1.5% |
| 30D | +7.6% | -6.4% | +14.0% | +7.6% |
| 3M | +15.3% | +10.9% | +4.4% | +15.5% |
| 6M | -8.5% | +6.7% | -15.2% | -8.1% |
| YTD | +6.8% | +111.1% | -104.3% | +7.6% |
| 1Y | -7.2% | +185.8% | -193.0% | -6.3% |
| 3Y | +108.2% | -6.6% | +114.8% | +101.1% |
| All | +108.2% | -7.5% | +115.7% | +101.1% |
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