+47.8%
EFX vs FSLY
+5.6%
+42.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.1% | +7.5% | -18.7% | -11.8% |
| 30D | -7.4% | -21.1% | +13.7% | -5.6% |
| 3M | +1.5% | +21.8% | -20.3% | -1.5% |
| 6M | -13.7% | -0.1% | -13.6% | -17.0% |
| YTD | -21.9% | +123.1% | -144.9% | -33.1% |
| 1Y | -30.8% | +208.6% | -239.3% | -44.0% |
| 3Y | -12.4% | -1.3% | -11.1% | -23.1% |
| 5Y | -35.9% | -48.4% | +12.4% | -45.4% |
| All | +47.8% | +5.6% | +42.2% | +7.2% |
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