+46.8%
TEAM vs FSLY
-4.2%
+51.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.1% |
| 7D | -0.4% | -10.6% | +10.2% | +2.0% |
| 30D | +67.3% | -20.9% | +88.2% | +73.8% |
| 3M | +86.8% | +3.4% | +83.4% | +82.2% |
| 6M | +146.8% | +2.7% | +144.1% | +126.7% |
| YTD | +16.9% | +102.3% | -85.3% | -13.6% |
| 1Y | +12.8% | +182.1% | -169.3% | -26.1% |
| 3Y | -7.3% | -14.6% | +7.3% | -26.3% |
| 5Y | -50.7% | -55.9% | +5.2% | -61.2% |
| All | +46.8% | -4.2% | +51.0% | -3.8% |
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