-26.3%
U vs FSLY
-79.6%
+53.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.7% |
| 7D | +24.4% | -22.9% | +47.3% | +31.7% |
| 30D | +7.4% | -44.6% | +52.0% | +26.3% |
| 3M | +16.8% | -41.5% | +58.3% | +31.3% |
| 6M | +78.8% | -20.8% | +99.6% | +73.9% |
| YTD | +14.0% | +59.5% | -45.6% | -37.4% |
| 1Y | +16.7% | +36.1% | -19.4% | -31.2% |
| 3Y | +86.4% | -1.0% | +87.4% | -0.6% |
| 5Y | -71.5% | -66.9% | -4.5% | -79.4% |
| All | -26.3% | -79.6% | +53.3% | -40.1% |
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