+75.8%
T vs FSLY
-4.2%
+80.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -1.3% | -10.6% | +9.4% | -1.1% |
| 30D | +11.4% | -20.9% | +32.3% | +11.7% |
| 3M | +14.3% | +3.4% | +10.9% | +14.0% |
| 6M | -9.3% | +2.7% | -12.0% | -10.0% |
| YTD | +7.1% | +102.3% | -95.2% | +4.1% |
| 1Y | -9.1% | +182.1% | -191.1% | -12.6% |
| 3Y | +105.3% | -14.6% | +119.9% | +101.7% |
| 5Y | +66.8% | -55.9% | +122.7% | +62.0% |
| All | +75.8% | -4.2% | +80.1% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling