+310.4%
ENTG vs FSLY
-22.7%
+333.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.1% |
| 7D | +15.2% | +4.9% | +10.3% | +14.2% |
| 30D | -3.6% | -33.5% | +29.9% | +3.9% |
| 3M | -10.0% | -44.6% | +34.7% | -0.9% |
| 6M | +1.8% | -9.2% | +11.0% | +1.3% |
| YTD | +75.5% | +63.3% | +12.2% | +41.7% |
| 1Y | +82.4% | +45.3% | +37.1% | +50.4% |
| 3Y | +58.5% | +3.7% | +54.8% | +25.8% |
| 5Y | +0.4% | -67.2% | +67.5% | -14.2% |
| All | +310.4% | -22.7% | +333.1% | +169.4% |
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