+3.7%
FSLY vs EFV
+91.8%
-88.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.8% |
| 7D | +4.9% | +2.5% | +2.3% | +1.7% |
| 30D | -33.5% | +2.9% | -36.4% | -35.4% |
| 3M | -44.6% | -1.4% | -43.2% | -43.5% |
| 6M | -9.2% | +5.5% | -14.8% | -15.0% |
| YTD | +63.3% | +16.1% | +47.2% | +33.6% |
| 1Y | +45.3% | +20.3% | +25.0% | +13.1% |
| 3Y | +3.7% | +90.4% | -86.7% | -62.3% |
| All | +3.7% | +91.8% | -88.0% | -62.3% |
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