-1.3%
FSLY vs EOSE
+42.6%
-43.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +12.5% | +1.8% | +10.7% | +12.2% |
| 30D | -18.8% | -6.8% | -12.0% | -18.4% |
| 3M | +22.7% | -36.3% | +59.0% | +27.4% |
| 6M | -3.7% | -38.8% | +35.1% | -1.1% |
| YTD | +127.5% | -65.5% | +193.0% | +142.3% |
| 1Y | +193.5% | -45.3% | +238.8% | +187.0% |
| 3Y | -1.3% | +44.2% | -45.5% | -23.4% |
| All | -1.3% | +42.6% | -43.9% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling