+762.9%
TER vs FSLY
+5.6%
+757.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +2.2% |
| 7D | +12.4% | +11.2% | +1.2% | +10.4% |
| 30D | +5.1% | -18.2% | +23.3% | +8.5% |
| 3M | +4.0% | +21.9% | -17.9% | -0.4% |
| 6M | +29.5% | +4.0% | +25.5% | +22.7% |
| YTD | +98.5% | +123.1% | -24.6% | +58.6% |
| 1Y | +234.1% | +196.9% | +37.2% | +147.9% |
| 3Y | +289.0% | -1.3% | +290.3% | +225.5% |
| 5Y | +228.2% | -50.2% | +278.4% | +173.7% |
| All | +762.9% | +5.6% | +757.3% | +450.8% |
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 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