-5.3%
FSLY vs EQH
+197.5%
-202.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +11.2% | +1.1% | +10.1% | +10.5% |
| 30D | -18.2% | -1.1% | -17.1% | -17.7% |
| 3M | +21.9% | +25.0% | -3.1% | +7.9% |
| 6M | +4.0% | +33.9% | -29.9% | -10.3% |
| YTD | +123.1% | +11.6% | +111.5% | +109.4% |
| 1Y | +196.9% | +1.5% | +195.3% | +191.6% |
| 3Y | -1.3% | +96.7% | -98.0% | -29.8% |
| 5Y | -50.2% | +93.9% | -144.1% | -63.1% |
| All | -5.3% | +197.5% | -202.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling