+10.3%
TSLA vs FSLY
-65.4%
+75.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +1.6% |
| 7D | +1.5% | -17.9% | +19.4% | +5.2% |
| 30D | +3.4% | -34.7% | +38.1% | +11.6% |
| 3M | +17.4% | -40.0% | +57.5% | +27.0% |
| 6M | -12.2% | -11.8% | -0.3% | -13.2% |
| YTD | -13.1% | +69.5% | -82.6% | -35.5% |
| 1Y | -11.1% | +44.0% | -55.0% | -31.3% |
| 3Y | +82.1% | +5.2% | +76.8% | +29.2% |
| 5Y | +10.3% | -65.6% | +75.8% | -9.0% |
| All | +10.3% | -65.4% | +75.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling