+52.7%
EFA vs FSLY
-47.3%
+100.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -1.5% | +12.5% | -14.0% | -2.3% |
| 30D | -1.7% | -18.8% | +17.2% | -0.6% |
| 3M | +3.5% | +22.7% | -19.2% | +1.6% |
| 6M | +9.5% | -3.7% | +13.2% | +7.3% |
| YTD | +12.9% | +127.5% | -114.6% | +2.6% |
| 1Y | +18.2% | +193.5% | -175.3% | +4.2% |
| 3Y | +64.8% | -1.3% | +66.2% | +52.8% |
| All | +52.7% | -47.3% | +100.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling