+290.5%
ENTG vs FSLY
+7.7%
+282.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | +1.2% | +12.5% | -11.3% | -1.1% |
| 30D | -12.9% | -18.8% | +6.0% | -9.6% |
| 3M | -3.1% | +22.7% | -25.7% | -7.6% |
| 6M | +21.0% | -3.7% | +24.7% | +15.7% |
| YTD | +67.0% | +127.5% | -60.5% | +28.3% |
| 1Y | +68.6% | +193.5% | -124.9% | +20.0% |
| 3Y | +48.6% | -1.3% | +50.0% | +21.0% |
| 5Y | +18.6% | -47.3% | +66.0% | -5.8% |
| All | +290.5% | +7.7% | +282.8% | +143.9% |
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 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