+55.7%
EFX vs FSLY
-4.2%
+60.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -6.1% |
| 7D | -8.6% | -10.6% | +2.0% | -7.7% |
| 30D | +0.1% | -20.9% | +21.0% | +1.7% |
| 3M | +3.8% | +3.4% | +0.4% | +2.3% |
| 6M | -13.5% | +2.7% | -16.3% | -17.2% |
| YTD | -17.7% | +102.3% | -119.9% | -28.8% |
| 1Y | -25.6% | +182.1% | -207.6% | -39.3% |
| 3Y | -12.1% | -14.6% | +2.5% | -21.6% |
| 5Y | -33.8% | -55.9% | +22.1% | -42.8% |
| All | +55.7% | -4.2% | +60.0% | +14.1% |
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