+64.3%
EFX vs FSLY
-20.0%
+84.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.6% | +11.8% | -15.4% | -4.6% |
| 30D | +25.3% | -36.5% | +61.8% | +29.3% |
| 3M | +3.8% | -39.7% | +43.5% | +6.7% |
| 6M | +12.7% | -9.7% | +22.4% | +10.4% |
| YTD | -13.1% | +68.9% | -82.0% | -24.9% |
| 1Y | -9.3% | +44.5% | -53.8% | -20.3% |
| 3Y | +3.5% | +4.8% | -1.3% | -11.7% |
| 5Y | -30.6% | -66.0% | +35.4% | -39.6% |
| All | +64.3% | -20.0% | +84.3% | +20.3% |
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