+102.6%
ENB vs FSLY
-20.0%
+122.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +11.8% | -11.8% | -0.4% |
| 30D | +1.4% | -36.5% | +37.9% | +2.8% |
| 3M | -5.2% | -39.7% | +34.6% | -3.9% |
| 6M | -9.9% | -9.7% | -0.3% | -10.5% |
| YTD | +4.7% | +68.9% | -64.2% | -1.3% |
| 1Y | +2.8% | +44.5% | -41.7% | -2.4% |
| 3Y | +71.3% | +4.8% | +66.5% | +60.4% |
| 5Y | +58.6% | -66.0% | +124.6% | +52.5% |
| All | +102.6% | -20.0% | +122.6% | +52.4% |
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