+8.6%
EMB vs FSLY
-65.4%
+73.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.1% |
| 7D | -0.4% | -17.9% | +17.5% | +0.1% |
| 30D | +1.5% | -34.7% | +36.2% | +2.6% |
| 3M | -1.6% | -40.0% | +38.5% | -0.5% |
| 6M | -1.5% | -11.8% | +10.4% | -1.9% |
| YTD | -0.1% | +69.5% | -69.6% | -4.5% |
| 1Y | +0.5% | +44.0% | -43.4% | -3.4% |
| 3Y | +30.2% | +5.2% | +25.0% | +23.7% |
| 5Y | +8.6% | -65.6% | +74.2% | -0.2% |
| All | +8.6% | -65.4% | +73.9% | -0.2% |
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