-14.2%
FSLY vs EFV
+135.9%
-150.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -10.6% | +1.5% | -12.1% | -12.1% |
| 30D | -20.9% | +1.7% | -22.6% | -22.5% |
| 3M | +3.4% | +8.6% | -5.2% | -6.2% |
| 6M | +2.7% | +11.7% | -8.9% | -9.0% |
| YTD | +102.3% | +19.3% | +83.0% | +64.4% |
| 1Y | +182.1% | +30.2% | +151.8% | +107.5% |
| 3Y | -14.6% | +91.6% | -106.1% | -59.6% |
| 5Y | -55.9% | +96.4% | -152.3% | -79.1% |
| All | -14.2% | +135.9% | -150.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling