-32.3%
FSLY vs EAT
+403.0%
-435.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.7% |
| 7D | -22.9% | -5.9% | -17.0% | -21.6% |
| 30D | -44.6% | +0.7% | -45.2% | -44.8% |
| 3M | -41.5% | -14.2% | -27.2% | -39.6% |
| 6M | -20.8% | +40.7% | -61.5% | -28.8% |
| YTD | +59.5% | +36.0% | +23.6% | +42.0% |
| 1Y | +36.1% | +83.1% | -46.9% | +11.1% |
| 3Y | -1.0% | +474.8% | -475.8% | -43.5% |
| 5Y | -66.9% | +347.6% | -414.5% | -80.5% |
| All | -32.3% | +403.0% | -435.3% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling