+415.2%
EWT vs FSLY
+7.7%
+407.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.7% |
| 7D | -1.1% | +12.5% | -13.6% | -2.0% |
| 30D | +4.5% | -18.8% | +23.3% | +5.9% |
| 3M | +8.3% | +22.7% | -14.4% | +5.9% |
| 6M | +54.2% | -3.7% | +57.9% | +50.7% |
| YTD | +74.6% | +127.5% | -52.9% | +56.5% |
| 1Y | +84.9% | +193.5% | -108.6% | +60.6% |
| 3Y | +197.5% | -1.3% | +198.9% | +171.3% |
| 5Y | +150.6% | -47.3% | +197.9% | +124.5% |
| All | +415.2% | +7.7% | +407.5% | +286.8% |
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