+21.3%
EMB vs FSLY
+5.6%
+15.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.1% | +7.5% | -8.6% | -1.3% |
| 30D | -1.1% | -21.1% | +20.0% | -0.4% |
| 3M | -0.8% | +21.8% | -22.5% | -1.7% |
| 6M | -0.1% | -0.1% | +0.1% | -1.2% |
| YTD | +0.4% | +123.1% | -122.6% | -4.2% |
| 1Y | +3.3% | +208.6% | -205.3% | -3.1% |
| 3Y | +29.0% | -1.3% | +30.3% | +24.1% |
| 5Y | +6.3% | -48.4% | +54.7% | +0.7% |
| All | +21.3% | +5.6% | +15.7% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling