-22.7%
U vs FSLY
-79.1%
+56.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.6% | +6.3% |
| 7D | +2.6% | +4.9% | -2.3% | +0.7% |
| 30D | +27.6% | -33.5% | +61.1% | +40.7% |
| 3M | +15.3% | -44.6% | +60.0% | +32.0% |
| 6M | +96.4% | -9.2% | +105.6% | +81.6% |
| YTD | +19.6% | +63.3% | -43.7% | -35.0% |
| 1Y | +42.1% | +45.3% | -3.2% | -18.7% |
| 3Y | +87.5% | +3.7% | +83.8% | -2.2% |
| 5Y | -73.1% | -67.2% | -6.0% | -80.6% |
| All | -22.7% | -79.1% | +56.4% | -37.8% |
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