-63.1%
W vs FSLY
-55.9%
-7.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.4% |
| 7D | -4.2% | -10.6% | +6.5% | -0.5% |
| 30D | -7.6% | -20.9% | +13.3% | -2.7% |
| 3M | +37.2% | +3.4% | +33.7% | +30.5% |
| 6M | +26.3% | +2.7% | +23.6% | +6.8% |
| YTD | -1.0% | +102.3% | -103.2% | -45.0% |
| 1Y | +20.1% | +182.1% | -162.0% | -47.5% |
| 3Y | +37.8% | -14.6% | +52.4% | -7.1% |
| All | -63.1% | -55.9% | -7.2% | -75.6% |
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