-3.5%
FSLY vs EQX
+203.7%
-207.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.7% |
| 7D | +12.5% | -3.2% | +15.7% | +13.0% |
| 30D | -18.8% | +7.8% | -26.6% | -20.0% |
| 3M | +22.7% | +21.3% | +1.3% | +18.1% |
| 6M | -3.7% | -22.4% | +18.7% | -1.5% |
| YTD | +127.5% | -11.3% | +138.8% | +123.5% |
| 1Y | +193.5% | +13.5% | +180.0% | +173.9% |
| 3Y | -1.3% | +162.1% | -163.5% | -26.5% |
| 5Y | -47.3% | +84.2% | -131.5% | -60.1% |
| All | -3.5% | +203.7% | -207.2% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling