-67.0%
FSLY vs EOSE
-57.1%
-9.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.5% | +2.8% |
| 7D | +3.5% | +41.4% | -38.0% | -2.1% |
| 30D | -6.4% | +3.6% | -10.0% | -7.3% |
| 3M | +10.9% | -35.7% | +46.6% | +16.1% |
| 6M | +6.7% | -29.9% | +36.6% | +8.0% |
| YTD | +111.1% | -62.5% | +173.6% | +125.4% |
| 1Y | +185.8% | -37.4% | +223.2% | +174.4% |
| 3Y | -6.6% | +55.8% | -62.4% | -34.1% |
| 5Y | -52.4% | -67.8% | +15.4% | -65.7% |
| All | -67.0% | -57.1% | -9.9% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling