-35.9%
EFX vs FSLY
-50.4%
+14.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.7% | -2.6% |
| 7D | -9.4% | +11.2% | -20.5% | -10.4% |
| 30D | -6.9% | -18.2% | +11.3% | -5.3% |
| 3M | +0.1% | +21.9% | -21.8% | -3.2% |
| 6M | -17.3% | +4.0% | -21.4% | -21.4% |
| YTD | -21.8% | +123.1% | -144.9% | -34.7% |
| 1Y | -32.5% | +196.9% | -229.4% | -47.3% |
| 3Y | -12.3% | -1.3% | -11.1% | -24.0% |
| All | -35.9% | -50.4% | +14.5% | -47.9% |
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