+290.4%
EWY vs FSLY
+7.7%
+282.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.1% |
| 7D | -0.1% | +12.5% | -12.6% | -1.2% |
| 30D | +7.3% | -18.8% | +26.1% | +9.1% |
| 3M | -5.1% | +22.7% | -27.8% | -7.5% |
| 6M | +42.1% | -3.7% | +45.8% | +39.0% |
| YTD | +94.1% | +127.5% | -33.4% | +73.1% |
| 1Y | +147.8% | +193.5% | -45.7% | +113.4% |
| 3Y | +222.9% | -1.3% | +224.2% | +194.2% |
| 5Y | +150.6% | -47.3% | +198.0% | +124.4% |
| All | +290.4% | +7.7% | +282.7% | +182.1% |
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 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