+81.5%
EW vs FSLY
-25.7%
+107.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.5% |
| 7D | +12.3% | -22.4% | +34.7% | +13.8% |
| 30D | +22.9% | -45.5% | +68.3% | +27.2% |
| 3M | +16.7% | -30.4% | +47.1% | +17.9% |
| 6M | +31.0% | -22.1% | +53.0% | +30.7% |
| YTD | +22.8% | +57.0% | -34.1% | +11.5% |
| 1Y | +25.6% | +38.2% | -12.7% | +15.1% |
| 3Y | +62.0% | -2.5% | +64.5% | +45.5% |
| 5Y | -12.8% | -68.8% | +56.1% | -19.1% |
| All | +81.5% | -25.7% | +107.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling