+33.4%
EIX vs FSLY
+5.6%
+27.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.4% |
| 7D | +4.1% | +11.2% | -7.1% | +3.7% |
| 30D | -15.3% | -18.2% | +2.8% | -14.8% |
| 3M | -18.4% | +21.9% | -40.3% | -19.4% |
| 6M | -16.8% | +4.0% | -20.9% | -18.2% |
| YTD | -0.6% | +123.1% | -123.6% | -6.3% |
| 1Y | +10.7% | +196.9% | -186.2% | +2.4% |
| 3Y | -4.5% | -1.3% | -3.2% | -9.6% |
| 5Y | +24.0% | -50.2% | +74.3% | +16.5% |
| All | +33.4% | +5.6% | +27.8% | -3.5% |
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