+140.7%
V vs FSLY
-4.2%
+144.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -1.7% | -10.6% | +8.9% | -1.1% |
| 30D | +2.0% | -20.9% | +22.9% | +3.0% |
| 3M | +17.4% | +3.4% | +13.9% | +16.4% |
| 6M | +17.5% | +2.7% | +14.8% | +14.4% |
| YTD | +7.6% | +102.3% | -94.7% | -1.6% |
| 1Y | +7.7% | +182.1% | -174.3% | -5.0% |
| 3Y | +54.7% | -14.6% | +69.2% | +44.1% |
| 5Y | +73.0% | -55.9% | +129.0% | +59.7% |
| All | +140.7% | -4.2% | +144.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling