-28.1%
FSLY vs EAT
+417.4%
-445.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.5% |
| 7D | -17.9% | -8.9% | -9.0% | -15.7% |
| 30D | -34.7% | +3.4% | -38.1% | -35.3% |
| 3M | -40.0% | -9.3% | -30.7% | -39.0% |
| 6M | -11.8% | +43.8% | -55.6% | -21.2% |
| YTD | +69.5% | +39.9% | +29.7% | +49.9% |
| 1Y | +44.0% | +89.7% | -45.8% | +16.4% |
| 3Y | +5.2% | +491.3% | -486.0% | -40.4% |
| 5Y | -65.6% | +365.4% | -431.0% | -79.8% |
| All | -28.1% | +417.4% | -445.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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