-10.4%
FSLY vs EAT
+473.4%
-483.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +5.2% |
| 7D | +3.5% | -4.9% | +8.4% | +4.8% |
| 30D | -6.4% | -1.2% | -5.2% | -6.5% |
| 3M | +10.9% | +52.2% | -41.4% | -1.6% |
| 6M | +6.7% | +65.0% | -58.3% | -8.5% |
| YTD | +111.1% | +55.0% | +56.1% | +82.3% |
| 1Y | +185.8% | +42.1% | +143.7% | +151.2% |
| 3Y | -6.6% | +614.7% | -621.3% | -49.6% |
| 5Y | -52.4% | +322.7% | -375.1% | -72.0% |
| All | -10.4% | +473.4% | -483.9% | -45.3% |
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 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