+182.1%
FSLY vs EQX
+42.9%
+139.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.5% |
| 7D | -10.6% | -1.4% | -9.2% | -10.6% |
| 30D | -20.9% | +24.4% | -45.3% | -21.0% |
| 3M | +3.4% | +11.6% | -8.2% | +3.4% |
| 6M | +2.7% | -25.0% | +27.7% | +1.1% |
| YTD | +102.3% | -8.4% | +110.6% | +85.6% |
| 1Y | +182.1% | +43.4% | +138.7% | +115.6% |
| All | +182.1% | +42.9% | +139.1% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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