-68.9%
XYZ vs FSLY
-55.9%
-13.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -1.0% | -10.6% | +9.7% | +1.9% |
| 30D | -1.7% | -20.9% | +19.2% | +3.1% |
| 3M | +16.7% | +3.4% | +13.3% | +13.3% |
| 6M | +26.9% | +2.7% | +24.1% | +12.4% |
| YTD | +27.1% | +102.3% | -75.1% | -17.2% |
| 1Y | +9.3% | +182.1% | -172.8% | -40.8% |
| 3Y | +42.3% | -14.6% | +56.8% | +6.1% |
| All | -68.9% | -55.9% | -13.0% | -74.8% |
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