+107.0%
IEFA vs FSLY
+7.7%
+99.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -1.6% | +12.5% | -14.0% | -2.3% |
| 30D | -1.5% | -18.8% | +17.3% | -0.4% |
| 3M | +3.4% | +22.7% | -19.3% | +1.4% |
| 6M | +9.5% | -3.7% | +13.2% | +7.3% |
| YTD | +13.0% | +127.5% | -114.5% | +2.6% |
| 1Y | +18.0% | +193.5% | -175.5% | +4.1% |
| 3Y | +65.4% | -1.3% | +66.7% | +52.5% |
| 5Y | +51.6% | -47.3% | +98.9% | +37.6% |
| All | +107.0% | +7.7% | +99.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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