+170.2%
V vs FSLY
-20.0%
+190.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.5% | -1.0% |
| 7D | -0.4% | +11.8% | -12.1% | -1.0% |
| 30D | +6.3% | -36.5% | +42.9% | +8.6% |
| 3M | +17.2% | -39.7% | +56.9% | +19.4% |
| 6M | +29.2% | -9.7% | +38.9% | +27.9% |
| YTD | +20.8% | +68.9% | -48.1% | +10.7% |
| 1Y | +25.0% | +44.5% | -19.4% | +15.7% |
| 3Y | +75.3% | +4.8% | +70.5% | +58.7% |
| 5Y | +105.8% | -66.0% | +171.9% | +92.1% |
| All | +170.2% | -20.0% | +190.2% | +96.9% |
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