+326.5%
ENTG vs FSLY
-20.0%
+346.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +22.8% | +11.8% | +11.0% | +20.3% |
| 30D | -4.9% | -36.5% | +31.7% | +3.4% |
| 3M | -4.8% | -39.7% | +34.9% | +3.1% |
| 6M | +5.6% | -9.7% | +15.3% | +5.1% |
| YTD | +82.4% | +68.9% | +13.5% | +46.3% |
| 1Y | +82.9% | +44.5% | +38.4% | +51.1% |
| 3Y | +62.1% | +4.8% | +57.3% | +28.4% |
| 5Y | +4.3% | -66.0% | +70.3% | -11.4% |
| All | +326.5% | -20.0% | +346.6% | +178.1% |
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 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