+146.1%
EWT vs FSLY
-50.4%
+196.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | +7.5% | -8.6% | -1.7% |
| 30D | +4.8% | -21.1% | +25.9% | +6.6% |
| 3M | +11.1% | +21.8% | -10.6% | +8.7% |
| 6M | +54.6% | -0.1% | +54.8% | +50.3% |
| YTD | +71.4% | +123.1% | -51.6% | +52.7% |
| 1Y | +82.1% | +208.6% | -126.5% | +55.0% |
| 3Y | +193.2% | -1.3% | +194.5% | +166.0% |
| 5Y | +146.1% | -48.4% | +194.5% | +112.1% |
| All | +146.1% | -50.4% | +196.5% | +112.1% |
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