+132.1%
EOG vs FSLY
-22.7%
+154.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.1% | +1.9% |
| 7D | +7.6% | +4.9% | +2.7% | +7.3% |
| 30D | +3.4% | -33.5% | +36.9% | +5.1% |
| 3M | +12.7% | -44.6% | +57.3% | +15.2% |
| 6M | +19.0% | -9.2% | +28.2% | +18.0% |
| YTD | +55.6% | +63.3% | -7.7% | +45.3% |
| 1Y | +49.5% | +45.3% | +4.3% | +40.5% |
| 3Y | +43.2% | +3.7% | +39.4% | +31.9% |
| 5Y | +111.8% | -67.2% | +179.0% | +104.6% |
| All | +132.1% | -22.7% | +154.8% | +58.3% |
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