+31.8%
EIX vs FSLY
-4.2%
+36.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -19.1% | -10.6% | -8.5% | -18.8% |
| 30D | -16.9% | -20.9% | +4.0% | -16.4% |
| 3M | -20.0% | +3.4% | -23.4% | -20.5% |
| 6M | -21.3% | +2.7% | -24.1% | -22.7% |
| YTD | -1.7% | +102.3% | -104.0% | -7.1% |
| 1Y | +9.6% | +182.1% | -172.5% | +1.5% |
| 3Y | -3.7% | -14.6% | +10.9% | -8.3% |
| 5Y | +22.6% | -55.9% | +78.5% | +15.7% |
| All | +31.8% | -4.2% | +36.1% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling