+49.3%
EW vs FSLY
+5.6%
+43.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.0% |
| 7D | -5.1% | +11.2% | -16.3% | -5.8% |
| 30D | -6.4% | -18.2% | +11.8% | -5.3% |
| 3M | -1.6% | +21.9% | -23.5% | -3.6% |
| 6M | +2.3% | +4.0% | -1.8% | -0.8% |
| YTD | +1.1% | +123.1% | -122.0% | -9.5% |
| 1Y | +8.0% | +196.9% | -188.9% | -6.8% |
| 3Y | +16.3% | -1.3% | +17.6% | +6.8% |
| 5Y | -29.4% | -50.2% | +20.8% | -36.2% |
| All | +49.3% | +5.6% | +43.7% | +13.7% |
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