-76.8%
ENPH vs FSLY
-50.4%
-26.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.7% | -11.1% | -6.5% |
| 7D | +3.4% | +11.2% | -7.8% | +1.3% |
| 30D | -10.3% | -18.2% | +7.9% | -7.3% |
| 3M | -31.4% | +21.9% | -53.3% | -34.9% |
| 6M | -10.1% | +4.0% | -14.2% | -16.8% |
| YTD | +14.6% | +123.1% | -108.5% | -15.6% |
| 1Y | -3.2% | +196.9% | -200.1% | -36.3% |
| 3Y | -69.5% | -1.3% | -68.2% | -75.6% |
| All | -76.8% | -50.4% | -26.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling