-64.4%
FSLY vs EOSE
-60.6%
-3.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +12.5% | +1.8% | +10.7% | +12.1% |
| 30D | -18.8% | -6.8% | -12.0% | -18.3% |
| 3M | +22.7% | -36.3% | +59.0% | +28.6% |
| 6M | -3.7% | -38.8% | +35.1% | -0.7% |
| YTD | +127.5% | -65.5% | +193.0% | +145.8% |
| 1Y | +193.5% | -45.3% | +238.8% | +187.3% |
| 3Y | -1.3% | +44.2% | -45.5% | -29.7% |
| 5Y | -47.3% | -69.5% | +22.2% | -61.8% |
| All | -64.4% | -60.6% | -3.8% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling