+109.1%
IEFA vs FSLY
0.0%
+109.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.9% |
| 7D | +1.2% | +3.5% | -2.3% | +0.9% |
| 30D | -0.6% | -6.4% | +5.8% | -0.5% |
| 3M | +6.2% | +10.9% | -4.7% | +4.9% |
| 6M | +11.2% | +6.7% | +4.5% | +8.1% |
| YTD | +14.2% | +111.1% | -96.9% | +4.1% |
| 1Y | +20.0% | +185.8% | -165.8% | +6.0% |
| 3Y | +68.8% | -6.6% | +75.3% | +56.2% |
| 5Y | +52.7% | -52.4% | +105.0% | +39.6% |
| All | +109.1% | 0.0% | +109.1% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling