-10.1%
ENB vs FSLY
-13.8%
+3.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.5% |
| 7D | +3.1% | +4.9% | -1.7% | +3.2% |
| 30D | +2.1% | -33.5% | +35.6% | +1.6% |
| 3M | -4.4% | -44.6% | +40.2% | -5.1% |
| 6M | -10.1% | -9.2% | -0.8% | -8.8% |
| All | -10.1% | -13.8% | +3.8% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling