-69.8%
ENPH vs FSLY
-0.4%
-69.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.5% | +7.5% | -6.0% | +0.7% |
| 30D | -12.9% | -21.1% | +8.2% | -10.8% |
| 3M | -27.1% | +21.8% | -48.9% | -29.3% |
| 6M | -15.4% | -0.1% | -15.3% | -18.4% |
| YTD | +15.0% | +123.1% | -108.1% | -2.0% |
| 1Y | -0.7% | +208.6% | -209.3% | -23.4% |
| All | -69.8% | -0.4% | -69.4% | -74.9% |
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 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