-26.3%
EW vs FSLY
-55.9%
+29.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.3% | -10.6% | +10.3% | +0.3% |
| 30D | +1.0% | -20.9% | +21.9% | +2.2% |
| 3M | +2.8% | +3.4% | -0.6% | +1.9% |
| 6M | +5.5% | +2.7% | +2.7% | +2.5% |
| YTD | +5.5% | +102.3% | -96.8% | -4.6% |
| 1Y | +11.0% | +182.1% | -171.0% | -4.2% |
| 3Y | +17.7% | -14.6% | +32.3% | +11.9% |
| All | -26.3% | -55.9% | +29.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling