-37.8%
U vs FSLY
-71.5%
+33.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -2.5% |
| 7D | +4.4% | +11.2% | -6.8% | +0.5% |
| 30D | -1.3% | -18.2% | +16.9% | +4.5% |
| 3M | +49.6% | +21.9% | +27.7% | +33.7% |
| 6M | +100.2% | +4.0% | +96.2% | +66.9% |
| YTD | -3.7% | +123.1% | -126.8% | -50.2% |
| 1Y | -6.5% | +196.9% | -203.4% | -60.6% |
| 3Y | +12.9% | -1.3% | +14.2% | -31.9% |
| 5Y | -68.3% | -50.2% | -18.1% | -79.2% |
| All | -37.8% | -71.5% | +33.7% | -52.3% |
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