-48.4%
FSLY vs EOSE
-70.2%
+21.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | +7.5% | +14.0% | -6.5% | +5.3% |
| 30D | -21.1% | -5.9% | -15.2% | -20.7% |
| 3M | +21.8% | -34.3% | +56.0% | +27.1% |
| 6M | -0.1% | -37.8% | +37.6% | +2.8% |
| YTD | +123.1% | -65.2% | +188.3% | +140.9% |
| 1Y | +208.6% | -41.9% | +250.5% | +198.7% |
| 3Y | -1.3% | +44.6% | -45.8% | -30.3% |
| 5Y | -48.4% | -69.2% | +20.8% | -50.7% |
| All | -48.4% | -70.2% | +21.9% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling