+148.3%
ENPH vs FSLY
-4.2%
+152.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | -2.4% | -10.6% | +8.3% | -0.1% |
| 30D | -6.6% | -20.9% | +14.3% | -3.2% |
| 3M | -46.8% | +3.4% | -50.2% | -47.9% |
| 6M | -14.7% | +2.7% | -17.5% | -21.9% |
| YTD | +13.5% | +102.3% | -88.8% | -18.2% |
| 1Y | -0.4% | +182.1% | -182.5% | -36.7% |
| 3Y | -71.7% | -14.6% | -57.2% | -77.7% |
| 5Y | -79.1% | -55.9% | -23.2% | -82.7% |
| All | +148.3% | -4.2% | +152.5% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling