+195.4%
EWY vs FSLY
-22.7%
+218.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | +4.2% | +4.9% | -0.6% | +3.7% |
| 30D | -10.7% | -33.5% | +22.9% | -7.2% |
| 3M | -20.1% | -44.6% | +24.6% | -16.2% |
| 6M | -24.3% | -9.2% | -15.1% | -24.4% |
| YTD | +46.9% | +63.3% | -16.4% | +34.4% |
| 1Y | +55.2% | +45.3% | +9.9% | +43.3% |
| 3Y | +157.0% | +3.7% | +153.2% | +131.8% |
| 5Y | +98.9% | -67.2% | +166.0% | +85.3% |
| All | +195.4% | -22.7% | +218.1% | +119.0% |
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