+65.5%
EFX vs FSLY
-22.7%
+88.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -0.8% | +4.9% | -5.6% | -1.2% |
| 30D | +25.1% | -33.5% | +58.6% | +28.5% |
| 3M | +1.7% | -44.6% | +46.3% | +5.3% |
| 6M | +18.4% | -9.2% | +27.6% | +15.8% |
| YTD | -12.5% | +63.3% | -75.8% | -24.2% |
| 1Y | -8.1% | +45.3% | -53.4% | -19.3% |
| 3Y | +4.8% | +3.7% | +1.0% | -10.7% |
| 5Y | -30.1% | -67.2% | +37.0% | -38.9% |
| All | +65.5% | -22.7% | +88.2% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling