+100.3%
EWJ vs FSLY
-22.7%
+123.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +4.0% | +4.9% | -0.9% | +3.7% |
| 30D | -4.3% | -33.5% | +29.3% | -2.3% |
| 3M | -6.8% | -44.6% | +37.8% | -4.3% |
| 6M | -0.9% | -9.2% | +8.3% | -1.6% |
| YTD | +14.3% | +63.3% | -49.0% | +6.3% |
| 1Y | +15.3% | +45.3% | -30.0% | +8.0% |
| 3Y | +65.6% | +3.7% | +61.9% | +52.2% |
| 5Y | +47.5% | -67.2% | +114.6% | +38.2% |
| All | +100.3% | -22.7% | +123.0% | +56.8% |
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 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