+96.5%
EEM vs FSLY
+5.6%
+90.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | +7.5% | -8.2% | -1.3% |
| 30D | +2.4% | -21.1% | +23.5% | +4.1% |
| 3M | +4.2% | +21.8% | -17.6% | +1.8% |
| 6M | +14.8% | -0.1% | +14.9% | +11.6% |
| YTD | +23.1% | +123.1% | -100.0% | +9.6% |
| 1Y | +32.5% | +208.6% | -176.0% | +13.2% |
| 3Y | +85.9% | -1.3% | +87.2% | +68.8% |
| 5Y | +43.6% | -48.4% | +91.9% | +29.3% |
| All | +96.5% | +5.6% | +90.8% | +43.9% |
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