+42.1%
EIX vs FSLY
-24.5%
+66.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +1.0% | -22.9% | +23.9% | +1.7% |
| 30D | +8.9% | -44.6% | +53.4% | +10.7% |
| 3M | -9.8% | -41.5% | +31.7% | -8.7% |
| 6M | -10.2% | -20.8% | +10.6% | -10.4% |
| YTD | +5.9% | +59.5% | -53.6% | +0.5% |
| 1Y | +10.9% | +36.1% | -25.2% | +5.8% |
| 3Y | +10.2% | -1.0% | +11.2% | +3.5% |
| 5Y | +17.0% | -66.9% | +84.0% | +11.3% |
| All | +42.1% | -24.5% | +66.6% | +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