+213.5%
TER vs FSLY
+187.7%
+25.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.9% |
| 7D | +11.0% | +3.5% | +7.5% | +10.6% |
| 30D | -1.9% | -6.4% | +4.5% | -1.4% |
| 3M | -0.7% | +10.9% | -11.6% | -1.5% |
| 6M | +36.4% | +6.7% | +29.7% | +36.7% |
| YTD | +92.4% | +111.1% | -18.7% | +95.3% |
| 1Y | +213.5% | +185.8% | +27.8% | +218.6% |
| All | +213.5% | +187.7% | +25.8% | +218.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling