+703.0%
TER vs FSLY
-4.2%
+707.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.9% |
| 7D | +0.6% | -10.6% | +11.3% | +2.5% |
| 30D | -8.3% | -20.9% | +12.6% | -5.4% |
| 3M | -12.2% | +3.4% | -15.6% | -13.5% |
| 6M | +17.1% | +2.7% | +14.3% | +11.2% |
| YTD | +84.7% | +102.3% | -17.6% | +50.0% |
| 1Y | +199.9% | +182.1% | +17.9% | +124.1% |
| 3Y | +232.8% | -14.6% | +247.3% | +185.6% |
| 5Y | +198.6% | -55.9% | +254.5% | +154.0% |
| All | +703.0% | -4.2% | +707.2% | +420.9% |
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