+202.6%
EMR vs FSLY
-19.7%
+222.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.7% |
| 7D | -2.0% | -17.9% | +16.0% | -0.9% |
| 30D | +2.8% | -34.7% | +37.5% | +5.4% |
| 3M | +2.0% | -40.0% | +42.0% | +4.6% |
| 6M | +20.7% | -11.8% | +32.6% | +20.1% |
| YTD | +27.3% | +69.5% | -42.2% | +17.4% |
| 1Y | +31.0% | +44.0% | -13.0% | +22.3% |
| 3Y | +103.6% | +5.2% | +98.4% | +85.5% |
| 5Y | +88.6% | -65.6% | +154.1% | +73.8% |
| All | +202.6% | -19.7% | +222.4% | +117.8% |
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