+229.9%
EBAY vs FSLY
+7.7%
+222.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | +4.2% | +12.5% | -8.3% | +3.1% |
| 30D | +5.6% | -18.8% | +24.5% | +7.2% |
| 3M | -1.4% | +22.7% | -24.1% | -4.1% |
| 6M | +18.2% | -3.7% | +21.9% | +14.6% |
| YTD | +24.8% | +127.5% | -102.7% | +8.7% |
| 1Y | +18.0% | +193.5% | -175.5% | -1.2% |
| 3Y | +160.3% | -1.3% | +161.6% | +133.6% |
| 5Y | +62.1% | -47.3% | +109.5% | +41.0% |
| All | +229.9% | +7.7% | +222.2% | +162.2% |
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