+290.7%
EWY vs FSLY
-4.2%
+294.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +4.8% |
| 7D | +4.8% | -10.6% | +15.4% | +5.9% |
| 30D | +11.7% | -20.9% | +32.6% | +13.6% |
| 3M | -7.4% | +3.4% | -10.8% | -8.2% |
| 6M | +40.6% | +2.7% | +37.8% | +36.9% |
| YTD | +94.3% | +102.3% | -8.0% | +75.1% |
| 1Y | +164.3% | +182.1% | -17.8% | +128.2% |
| 3Y | +221.0% | -14.6% | +235.5% | +196.5% |
| 5Y | +139.1% | -55.9% | +195.0% | +117.5% |
| All | +290.7% | -4.2% | +294.9% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling