-39.0%
U vs FSLY
-74.1%
+35.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.1% |
| 7D | -3.8% | -10.6% | +6.8% | -0.1% |
| 30D | +17.5% | -20.9% | +38.4% | +23.5% |
| 3M | +38.7% | +3.4% | +35.3% | +31.2% |
| 6M | +104.4% | +2.7% | +101.7% | +70.7% |
| YTD | -5.7% | +102.3% | -107.9% | -49.5% |
| 1Y | +3.7% | +182.1% | -178.4% | -55.8% |
| 3Y | +12.3% | -14.6% | +26.9% | -27.8% |
| 5Y | -68.8% | -55.9% | -12.9% | -78.6% |
| All | -39.0% | -74.1% | +35.1% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling