+164.3%
FSLY vs EOSE
-85.5%
+249.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.6% | -12.8% | -1.3% |
| 7D | -22.2% | +9.7% | -31.9% | -22.8% |
| 30D | -19.1% | -34.6% | +15.4% | -17.3% |
| 3M | -15.7% | -50.8% | +35.1% | -12.7% |
| 6M | -23.5% | -66.5% | +43.0% | -19.0% |
| YTD | +106.6% | -81.3% | +188.0% | +114.0% |
| 1Y | +164.3% | -84.8% | +249.1% | +183.3% |
| All | +164.3% | -85.5% | +249.7% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling