+18.0%
TEAM vs FSLY
-19.7%
+37.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +1.2% |
| 7D | -19.7% | -17.9% | -1.8% | -17.1% |
| 30D | -26.6% | -34.7% | +8.1% | -20.7% |
| 3M | -1.1% | -40.0% | +39.0% | +7.1% |
| 6M | +74.6% | -11.8% | +86.4% | +71.4% |
| YTD | -6.0% | +69.5% | -75.5% | -29.6% |
| 1Y | -3.2% | +44.0% | -47.2% | -24.9% |
| 3Y | -13.5% | +5.2% | -18.8% | -37.2% |
| 5Y | -65.5% | -65.6% | +0.1% | -72.0% |
| All | +18.0% | -19.7% | +37.8% | -21.6% |
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