+220.2%
EBAY vs FSLY
0.0%
+220.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.2% | +0.8% |
| 7D | -0.4% | +3.5% | -3.8% | -0.7% |
| 30D | -6.3% | -6.4% | +0.1% | -6.4% |
| 3M | -3.3% | +10.9% | -14.1% | -5.0% |
| 6M | +13.5% | +6.7% | +6.8% | +8.8% |
| YTD | +21.2% | +111.1% | -89.9% | +6.3% |
| 1Y | +13.9% | +185.8% | -171.9% | -4.7% |
| 3Y | +153.1% | -6.6% | +159.7% | +128.0% |
| 5Y | +54.5% | -52.4% | +106.9% | +35.5% |
| All | +220.2% | 0.0% | +220.3% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling