+108.8%
EFA vs FSLY
0.0%
+108.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.8% |
| 7D | +1.2% | +3.5% | -2.3% | +1.0% |
| 30D | -0.7% | -6.4% | +5.7% | -0.6% |
| 3M | +6.4% | +10.9% | -4.5% | +5.1% |
| 6M | +11.4% | +6.7% | +4.7% | +8.3% |
| YTD | +14.0% | +111.1% | -97.1% | +4.1% |
| 1Y | +20.2% | +185.8% | -165.6% | +6.3% |
| 3Y | +68.2% | -6.6% | +74.8% | +55.7% |
| 5Y | +54.8% | -52.4% | +107.2% | +41.6% |
| All | +108.8% | 0.0% | +108.9% | +56.8% |
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