+30.4%
EMB vs FSLY
-7.5%
+37.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | +0.3% | +3.5% | -3.2% | +0.2% |
| 30D | -0.5% | -6.4% | +5.9% | -0.5% |
| 3M | +0.3% | +10.9% | -10.6% | 0.0% |
| 6M | +1.2% | +6.7% | -5.5% | +0.4% |
| YTD | +1.5% | +111.1% | -109.6% | -0.9% |
| 1Y | +4.8% | +185.8% | -181.0% | +1.3% |
| 3Y | +30.4% | -6.6% | +36.9% | +26.5% |
| All | +30.4% | -7.5% | +37.8% | +26.5% |
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 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