+25.8%
V vs FSLY
+33.2%
-7.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | +0.8% | -22.9% | +23.7% | +0.6% |
| 30D | +9.9% | -44.6% | +54.5% | +9.3% |
| 3M | +17.5% | -41.5% | +59.0% | +16.9% |
| 6M | +33.5% | -20.8% | +54.3% | +33.6% |
| YTD | +21.6% | +59.5% | -38.0% | +23.8% |
| All | +25.8% | +33.2% | -7.4% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling