+9.4%
EIX vs FSLY
+43.8%
-34.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.7% | -0.5% |
| 7D | -2.5% | -17.9% | +15.4% | -2.6% |
| 30D | +7.7% | -34.7% | +42.4% | +7.6% |
| 3M | -12.9% | -40.0% | +27.2% | -12.8% |
| 6M | -12.7% | -11.8% | -0.8% | -12.8% |
| YTD | +5.5% | +69.5% | -64.1% | +0.9% |
| 1Y | +9.4% | +44.0% | -34.6% | +3.0% |
| All | +9.4% | +43.8% | -34.5% | +3.0% |
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