-8.4%
FSLY vs EFV
+90.5%
-98.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.2% |
| 7D | +3.5% | +1.0% | +2.5% | +2.2% |
| 30D | -6.4% | +0.2% | -6.6% | -6.7% |
| 3M | +10.9% | +9.6% | +1.3% | -1.8% |
| 6M | +6.7% | +14.0% | -7.3% | -8.9% |
| YTD | +111.1% | +18.5% | +92.6% | +67.3% |
| 1Y | +185.8% | +27.9% | +157.9% | +104.0% |
| All | -8.4% | +90.5% | -98.9% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling