+135.7%
V vs FSLY
+5.6%
+130.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.7% |
| 7D | -2.9% | +11.2% | -14.1% | -3.5% |
| 30D | +1.9% | -18.2% | +20.0% | +2.8% |
| 3M | +13.2% | +21.9% | -8.7% | +11.3% |
| 6M | +16.7% | +4.0% | +12.7% | +13.6% |
| YTD | +5.4% | +123.1% | -117.7% | -4.2% |
| 1Y | +7.7% | +196.9% | -189.2% | -5.2% |
| 3Y | +52.0% | -1.3% | +53.3% | +40.2% |
| 5Y | +67.7% | -50.2% | +118.0% | +53.6% |
| All | +135.7% | +5.6% | +130.1% | +70.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling