+10.7%
EIX vs FSLY
+205.2%
-194.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.2% |
| 7D | +4.1% | +11.2% | -7.1% | +4.1% |
| 30D | -15.3% | -18.2% | +2.8% | -15.3% |
| 3M | -18.4% | +21.9% | -40.3% | -18.5% |
| 6M | -16.8% | +4.0% | -20.9% | -17.1% |
| YTD | -0.6% | +123.1% | -123.6% | -3.0% |
| 1Y | +10.7% | +196.9% | -186.2% | +8.7% |
| All | +10.7% | +205.2% | -194.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling