+27.2%
EIX vs FSLY
-54.2%
+81.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +4.4% |
| 7D | +0.9% | +3.5% | -2.6% | +0.8% |
| 30D | -13.5% | -6.4% | -7.1% | -13.5% |
| 3M | -15.3% | +10.9% | -26.1% | -15.8% |
| 6M | -15.3% | +6.7% | -22.0% | -16.7% |
| YTD | +2.7% | +111.1% | -108.4% | -2.3% |
| 1Y | +17.4% | +185.8% | -168.3% | +9.8% |
| 3Y | -1.3% | -6.6% | +5.2% | -6.4% |
| 5Y | +27.2% | -52.4% | +79.6% | +10.5% |
| All | +27.2% | -54.2% | +81.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling