+5.1%
W vs FSLY
+41.1%
-36.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +0.2% | +4.9% | -4.7% | -0.1% |
| 30D | +6.8% | -33.5% | +40.3% | +8.5% |
| 3M | +10.7% | -44.6% | +55.3% | +12.7% |
| 6M | +86.3% | -9.2% | +95.6% | +86.5% |
| YTD | +11.5% | +63.3% | -51.8% | +16.8% |
| 1Y | +5.1% | +45.3% | -40.2% | +12.5% |
| All | +5.1% | +41.1% | -36.0% | +12.5% |
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