-5.3%
FSLY vs EQX
+198.8%
-204.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.8% |
| 7D | +7.5% | -7.0% | +14.5% | +8.7% |
| 30D | -21.1% | +4.8% | -25.9% | -21.9% |
| 3M | +21.8% | +25.6% | -3.9% | +16.5% |
| 6M | -0.1% | -25.8% | +25.7% | +2.8% |
| YTD | +123.1% | -12.7% | +135.8% | +119.7% |
| 1Y | +208.6% | +14.1% | +194.5% | +187.6% |
| 3Y | -1.3% | +165.7% | -167.0% | -26.8% |
| 5Y | -48.4% | +81.2% | -129.6% | -60.8% |
| All | -5.3% | +198.8% | -204.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling