+99.1%
V vs FSLY
-68.3%
+167.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -0.1% |
| 7D | +2.2% | -31.4% | +33.6% | +3.8% |
| 30D | +13.6% | -37.3% | +50.9% | +15.6% |
| 3M | +14.3% | -30.1% | +44.4% | +15.1% |
| 6M | +33.1% | -49.8% | +82.9% | +35.3% |
| YTD | +21.2% | +55.7% | -34.5% | +12.4% |
| 1Y | +26.4% | +44.5% | -18.1% | +17.7% |
| 3Y | +77.6% | -4.3% | +81.9% | +62.4% |
| All | +99.1% | -68.3% | +167.4% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling