+50.4%
EWJ vs FSLY
-47.3%
+97.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.1% |
| 7D | +0.3% | +12.5% | -12.2% | -0.4% |
| 30D | +0.8% | -18.8% | +19.6% | +1.9% |
| 3M | +7.5% | +22.7% | -15.2% | +5.7% |
| 6M | +15.6% | -3.7% | +19.3% | +13.5% |
| YTD | +22.7% | +127.5% | -104.8% | +12.3% |
| 1Y | +26.4% | +193.5% | -167.1% | +12.4% |
| 3Y | +72.5% | -1.3% | +73.9% | +60.0% |
| All | +50.4% | -47.3% | +97.7% | +34.2% |
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