+11.1%
EIX vs FSLY
-6.2%
+17.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.7% | -22.4% | +23.1% | +1.1% |
| 30D | +8.8% | -45.5% | +54.2% | +9.7% |
| 3M | -10.9% | -30.4% | +19.5% | -10.7% |
| 6M | -10.3% | -22.1% | +11.8% | -10.4% |
| YTD | +5.8% | +57.0% | -51.1% | +1.3% |
| 1Y | +11.4% | +38.2% | -26.9% | +7.0% |
| 3Y | +11.1% | -2.5% | +13.6% | +0.8% |
| All | +11.1% | -6.2% | +17.3% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling