+114.6%
EOG vs FSLY
+7.7%
+106.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | -0.2% |
| 7D | +1.5% | +12.5% | -11.0% | +0.9% |
| 30D | +2.9% | -18.8% | +21.8% | +3.9% |
| 3M | +8.7% | +22.7% | -13.9% | +7.0% |
| 6M | +12.9% | -3.7% | +16.6% | +11.0% |
| YTD | +43.8% | +127.5% | -83.7% | +33.0% |
| 1Y | +27.1% | +193.5% | -166.5% | +14.8% |
| 3Y | +25.9% | -1.3% | +27.2% | +17.7% |
| 5Y | +177.9% | -47.3% | +225.3% | +161.3% |
| All | +114.6% | +7.7% | +106.9% | +44.9% |
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