+151.6%
ENPH vs FSLY
+5.6%
+146.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.5% | +7.5% | -6.0% | -0.1% |
| 30D | -12.9% | -21.1% | +8.2% | -8.9% |
| 3M | -27.1% | +21.8% | -48.9% | -31.4% |
| 6M | -15.4% | -0.1% | -15.3% | -21.9% |
| YTD | +15.0% | +123.1% | -108.1% | -18.9% |
| 1Y | -0.7% | +208.6% | -209.3% | -38.1% |
| 3Y | -69.3% | -1.3% | -68.1% | -76.7% |
| 5Y | -76.7% | -48.4% | -28.3% | -81.5% |
| All | +151.6% | +5.6% | +146.0% | +51.8% |
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 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