+60.8%
EWZ vs FSLY
-4.2%
+65.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +6.5% | -10.6% | +17.1% | +7.3% |
| 30D | +4.8% | -20.9% | +25.7% | +6.2% |
| 3M | +9.9% | +3.4% | +6.5% | +8.8% |
| 6M | +1.9% | +2.7% | -0.8% | -1.1% |
| YTD | +20.3% | +102.3% | -82.0% | +8.3% |
| 1Y | +35.6% | +182.1% | -146.4% | +17.3% |
| 3Y | +43.4% | -14.6% | +58.0% | +32.1% |
| 5Y | +55.9% | -55.9% | +111.8% | +45.0% |
| All | +60.8% | -4.2% | +65.0% | +11.1% |
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 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