+172.4%
EMR vs FSLY
+5.6%
+166.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.6% |
| 7D | +0.9% | +11.2% | -10.2% | +0.1% |
| 30D | -5.0% | -18.2% | +13.2% | -3.8% |
| 3M | +5.9% | +21.9% | -16.0% | +4.0% |
| 6M | +7.3% | +4.0% | +3.3% | +4.9% |
| YTD | +14.6% | +123.1% | -108.5% | +4.5% |
| 1Y | +15.6% | +196.9% | -181.2% | +2.2% |
| 3Y | +60.2% | -1.3% | +61.4% | +47.4% |
| 5Y | +65.8% | -50.2% | +116.1% | +50.1% |
| All | +172.4% | +5.6% | +166.7% | +93.9% |
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