-68.0%
U vs FSLY
-54.2%
-13.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.1% |
| 7D | +4.5% | +3.5% | +1.0% | +3.2% |
| 30D | -0.6% | -6.4% | +5.8% | -0.5% |
| 3M | +48.4% | +10.9% | +37.5% | +37.2% |
| 6M | +115.4% | +6.7% | +108.7% | +76.7% |
| YTD | -3.2% | +111.1% | -114.3% | -49.7% |
| 1Y | -6.0% | +185.8% | -191.8% | -61.2% |
| 3Y | +13.5% | -6.6% | +20.0% | -30.2% |
| 5Y | -68.0% | -52.4% | -15.6% | -78.6% |
| All | -68.0% | -54.2% | -13.8% | -78.6% |
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