-11.2%
EFX vs FSLY
-5.7%
-5.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.4% | -3.3% |
| 7D | -7.8% | +3.5% | -11.3% | -8.0% |
| 30D | -5.7% | -6.4% | +0.7% | -5.8% |
| 3M | +2.5% | +10.9% | -8.4% | +1.2% |
| 6M | -16.7% | +6.7% | -23.4% | -19.3% |
| YTD | -20.2% | +111.1% | -131.3% | -27.7% |
| 1Y | -31.4% | +185.8% | -217.2% | -41.3% |
| All | -11.2% | -5.7% | -5.4% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling