+32.5%
EEM vs FSLY
+196.5%
-163.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | +7.5% | -8.2% | -0.9% |
| 30D | +2.4% | -21.1% | +23.5% | +3.0% |
| 3M | +4.2% | +21.8% | -17.6% | +3.4% |
| 6M | +14.8% | -0.1% | +14.9% | +14.2% |
| YTD | +23.1% | +123.1% | -100.0% | +22.2% |
| 1Y | +32.5% | +208.6% | -176.0% | +30.2% |
| All | +32.5% | +196.5% | -163.9% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling