+77.6%
V vs FSLY
-9.9%
+87.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | +2.2% | -31.4% | +33.6% | +2.6% |
| 30D | +13.6% | -37.3% | +50.9% | +14.1% |
| 3M | +14.3% | -30.1% | +44.4% | +14.5% |
| 6M | +33.1% | -49.8% | +82.9% | +33.9% |
| YTD | +21.2% | +55.7% | -34.5% | +17.9% |
| 1Y | +26.4% | +44.5% | -18.1% | +23.2% |
| 3Y | +77.6% | -4.3% | +81.9% | +66.0% |
| All | +77.6% | -9.9% | +87.5% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling