-50.2%
FSLY vs EAT
+310.8%
-361.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +6.9% |
| 7D | +11.2% | -6.8% | +18.0% | +14.0% |
| 30D | -18.2% | -5.4% | -12.8% | -17.1% |
| 3M | +21.9% | +42.8% | -20.8% | +4.0% |
| 6M | +4.0% | +56.5% | -52.5% | -16.6% |
| YTD | +123.1% | +50.0% | +73.1% | +78.7% |
| 1Y | +196.9% | +38.3% | +158.6% | +144.6% |
| 3Y | -1.3% | +591.6% | -592.9% | -70.1% |
| 5Y | -50.2% | +312.6% | -362.8% | -83.3% |
| All | -50.2% | +310.8% | -361.0% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling