+17.9%
TEAM vs FSLY
-20.0%
+38.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -16.9% | +11.8% | -28.7% | -19.0% |
| 30D | -26.8% | -36.5% | +9.7% | -20.4% |
| 3M | -1.9% | -39.7% | +37.8% | +6.0% |
| 6M | +79.2% | -9.7% | +88.8% | +74.9% |
| YTD | -6.1% | +68.9% | -74.9% | -29.6% |
| 1Y | -2.1% | +44.5% | -46.5% | -24.0% |
| 3Y | -13.6% | +4.8% | -18.4% | -37.2% |
| 5Y | -65.8% | -66.0% | +0.2% | -72.2% |
| All | +17.9% | -20.0% | +38.0% | -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