+164.3%
FSLY vs EQH
+18.6%
+145.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -22.2% | +2.8% | -25.0% | -23.1% |
| 30D | -19.1% | +3.9% | -23.1% | -20.8% |
| 3M | -15.7% | +16.3% | -32.0% | -21.9% |
| 6M | -23.5% | +37.1% | -60.6% | -34.6% |
| YTD | +106.6% | +20.2% | +86.4% | +75.6% |
| 1Y | +164.3% | +17.9% | +146.3% | +127.5% |
| All | +164.3% | +18.6% | +145.6% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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