+101.4%
EEM vs FSLY
-4.2%
+105.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.0% |
| 7D | +2.3% | -10.6% | +13.0% | +3.2% |
| 30D | +4.5% | -20.9% | +25.4% | +6.0% |
| 3M | -0.1% | +3.4% | -3.5% | -1.0% |
| 6M | +16.9% | +2.7% | +14.2% | +13.4% |
| YTD | +26.2% | +102.3% | -76.0% | +13.3% |
| 1Y | +40.5% | +182.1% | -141.5% | +20.9% |
| 3Y | +86.2% | -14.6% | +100.7% | +71.3% |
| 5Y | +45.5% | -55.9% | +101.4% | +32.8% |
| All | +101.4% | -4.2% | +105.7% | +48.8% |
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