+192.8%
TER vs FSLY
-6.2%
+199.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.6% |
| 7D | -5.8% | -22.4% | +16.7% | -2.2% |
| 30D | -38.9% | -45.5% | +6.6% | -33.7% |
| 3M | -35.1% | -30.4% | -4.7% | -32.5% |
| 6M | -31.6% | -22.1% | -9.5% | -30.1% |
| YTD | +27.2% | +57.0% | -29.7% | +15.3% |
| 1Y | +35.2% | +38.2% | -3.0% | +24.8% |
| 3Y | +192.8% | -2.5% | +195.3% | +144.5% |
| All | +192.8% | -6.2% | +199.0% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling