-1.3%
FSLY vs EQH
+100.2%
-101.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.0% |
| 7D | +12.5% | +0.7% | +11.8% | +11.9% |
| 30D | -18.8% | +2.8% | -21.7% | -20.3% |
| 3M | +22.7% | +23.1% | -0.4% | +5.1% |
| 6M | -3.7% | +41.4% | -45.1% | -24.3% |
| YTD | +127.5% | +14.3% | +113.2% | +104.5% |
| 1Y | +193.5% | +1.6% | +191.9% | +186.8% |
| 3Y | -1.3% | +102.7% | -104.0% | -55.7% |
| All | -1.3% | +100.2% | -101.6% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling