+173.7%
V vs FSLY
-22.7%
+196.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.5% |
| 7D | +0.9% | +4.9% | -3.9% | +0.6% |
| 30D | +9.0% | -33.5% | +42.5% | +11.0% |
| 3M | +16.7% | -44.6% | +61.4% | +19.6% |
| 6M | +33.4% | -9.2% | +42.6% | +32.0% |
| YTD | +22.4% | +63.3% | -40.9% | +12.3% |
| 1Y | +27.7% | +45.3% | -17.6% | +18.1% |
| 3Y | +78.0% | +3.7% | +74.2% | +61.1% |
| 5Y | +108.5% | -67.2% | +175.7% | +94.9% |
| All | +173.7% | -22.7% | +196.4% | +99.8% |
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