-70.0%
U vs FSLY
-69.6%
-0.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +32.3% | -22.4% | +54.7% | +39.7% |
| 30D | +9.7% | -45.5% | +55.2% | +29.5% |
| 3M | +19.6% | -30.4% | +50.0% | +25.1% |
| 6M | +82.6% | -22.1% | +104.7% | +78.5% |
| YTD | +16.4% | +57.0% | -40.5% | -36.6% |
| 1Y | +28.5% | +38.2% | -9.8% | -25.7% |
| 3Y | +103.8% | -2.5% | +106.3% | +6.2% |
| 5Y | -70.0% | -68.8% | -1.2% | -77.0% |
| All | -70.0% | -69.6% | -0.4% | -77.0% |
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