-33.4%
W vs FSLY
+5.6%
-39.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -1.6% |
| 7D | +5.9% | +11.2% | -5.3% | +2.4% |
| 30D | -3.0% | -18.2% | +15.1% | +1.8% |
| 3M | +40.3% | +21.9% | +18.4% | +27.9% |
| 6M | +32.2% | +4.0% | +28.2% | +14.8% |
| YTD | -0.3% | +123.1% | -123.4% | -40.9% |
| 1Y | +16.2% | +196.9% | -180.7% | -41.5% |
| 3Y | +40.7% | -1.3% | +42.0% | -5.5% |
| 5Y | -62.3% | -50.2% | -12.1% | -73.1% |
| All | -33.4% | +5.6% | -39.1% | -67.2% |
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