+62.8%
EMR vs FSLY
-11.4%
+74.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | -1.5% | -10.6% | +9.1% | -0.8% |
| 30D | -5.6% | -20.9% | +15.3% | -4.4% |
| 3M | +7.9% | +3.4% | +4.5% | +7.3% |
| 6M | +6.0% | +2.7% | +3.3% | +4.1% |
| YTD | +16.4% | +102.3% | -85.8% | +8.4% |
| 1Y | +16.6% | +182.1% | -165.4% | +2.9% |
| All | +62.8% | -11.4% | +74.2% | +48.8% |
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 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