+68.8%
EWJ vs FSLY
-0.4%
+69.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.5% | +7.5% | -9.0% | -1.8% |
| 30D | +0.2% | -21.1% | +21.3% | +1.0% |
| 3M | +8.6% | +21.8% | -13.2% | +7.4% |
| 6M | +12.1% | -0.1% | +12.3% | +10.7% |
| YTD | +20.1% | +123.1% | -103.0% | +13.6% |
| 1Y | +25.2% | +208.6% | -183.4% | +15.4% |
| All | +68.8% | -0.4% | +69.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling