+103.1%
ENB vs FSLY
+5.6%
+97.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -4.6% | +7.5% | -12.1% | -4.8% |
| 30D | -5.2% | -21.1% | +15.9% | -4.4% |
| 3M | -13.4% | +21.8% | -35.2% | -14.4% |
| 6M | -7.8% | -0.1% | -7.7% | -9.3% |
| YTD | +4.9% | +123.1% | -118.2% | -1.6% |
| 1Y | +3.2% | +208.6% | -205.3% | -5.3% |
| 3Y | +71.0% | -1.3% | +72.2% | +62.4% |
| 5Y | +64.0% | -48.4% | +112.4% | +54.9% |
| All | +103.1% | +5.6% | +97.4% | +51.9% |
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