+202.4%
EMR vs FSLY
-20.0%
+222.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.7% | +11.8% | -9.1% | +1.8% |
| 30D | +2.1% | -36.5% | +38.6% | +4.9% |
| 3M | +2.3% | -39.7% | +42.0% | +4.8% |
| 6M | +22.5% | -9.7% | +32.2% | +21.7% |
| YTD | +27.2% | +68.9% | -41.7% | +17.3% |
| 1Y | +28.0% | +44.5% | -16.4% | +19.5% |
| 3Y | +103.4% | +4.8% | +98.6% | +85.4% |
| 5Y | +88.2% | -66.0% | +154.2% | +73.5% |
| All | +202.4% | -20.0% | +222.4% | +117.7% |
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