+57.8%
EWZ vs FSLY
-68.3%
+126.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.5% | -31.4% | +30.0% | +0.3% |
| 30D | -24.5% | -37.3% | +12.8% | -23.0% |
| 3M | -10.7% | -30.1% | +19.4% | -9.9% |
| 6M | -19.1% | -49.8% | +30.7% | -17.5% |
| YTD | +1.6% | +55.7% | -54.1% | -5.8% |
| 1Y | +4.3% | +44.5% | -40.2% | -2.8% |
| 3Y | +19.0% | -4.3% | +23.3% | +8.8% |
| All | +57.8% | -68.3% | +126.1% | +61.1% |
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