+142.7%
EWY vs FSLY
-50.4%
+193.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | +7.5% | -6.3% | +0.5% |
| 30D | +9.3% | -21.1% | +30.4% | +11.5% |
| 3M | +2.4% | +21.8% | -19.3% | -0.1% |
| 6M | +40.3% | -0.1% | +40.4% | +36.7% |
| YTD | +88.0% | +123.1% | -35.1% | +67.6% |
| 1Y | +143.8% | +208.6% | -64.7% | +107.6% |
| 3Y | +217.8% | -1.3% | +219.0% | +190.9% |
| 5Y | +142.7% | -48.4% | +191.1% | +108.3% |
| All | +142.7% | -50.4% | +193.2% | +108.3% |
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