-28.3%
FSLY vs EAT
+409.3%
-437.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | +11.8% | -7.1% | +18.8% | +13.9% |
| 30D | -36.5% | -2.3% | -34.2% | -36.2% |
| 3M | -39.7% | -19.6% | -20.1% | -36.6% |
| 6M | -9.7% | +46.0% | -55.7% | -19.6% |
| YTD | +68.9% | +37.7% | +31.2% | +49.9% |
| 1Y | +44.5% | +73.8% | -29.3% | +19.8% |
| 3Y | +4.8% | +482.1% | -477.2% | -40.4% |
| 5Y | -66.0% | +362.5% | -428.5% | -80.1% |
| All | -28.3% | +409.3% | -437.7% | -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 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