+87.7%
EEM vs FSLY
-0.4%
+88.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.8% |
| 7D | +2.0% | +11.2% | -9.2% | +1.4% |
| 30D | +5.1% | -18.2% | +23.2% | +5.9% |
| 3M | +4.6% | +21.9% | -17.3% | +3.2% |
| 6M | +17.8% | +4.0% | +13.7% | +15.8% |
| YTD | +25.8% | +123.1% | -97.3% | +18.6% |
| 1Y | +36.4% | +196.9% | -160.5% | +25.3% |
| All | +87.7% | -0.4% | +88.1% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling