+104.2%
EMR vs FSLY
-1.2%
+105.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +0.7% | -22.9% | +23.6% | +2.2% |
| 30D | +3.5% | -44.6% | +48.1% | +7.1% |
| 3M | +5.9% | -41.5% | +47.4% | +8.7% |
| 6M | +19.4% | -20.8% | +40.3% | +19.8% |
| YTD | +27.7% | +59.5% | -31.9% | +20.3% |
| 1Y | +30.9% | +36.1% | -5.2% | +25.4% |
| 3Y | +104.2% | -1.0% | +105.2% | +80.5% |
| All | +104.2% | -1.2% | +105.4% | +80.5% |
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