+170.9%
V vs FSLY
-25.7%
+196.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.8% | -22.4% | +21.6% | +0.4% |
| 30D | +9.5% | -45.5% | +55.0% | +12.8% |
| 3M | +16.7% | -30.4% | +47.1% | +17.8% |
| 6M | +32.9% | -22.1% | +55.0% | +32.8% |
| YTD | +21.1% | +57.0% | -35.9% | +11.4% |
| 1Y | +26.6% | +38.2% | -11.6% | +17.5% |
| 3Y | +78.4% | -2.5% | +80.9% | +62.1% |
| 5Y | +105.5% | -68.8% | +174.3% | +92.7% |
| All | +170.9% | -25.7% | +196.5% | +98.2% |
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