-32.3%
FSLY vs ED
+79.6%
-111.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.7% |
| 7D | -22.9% | +2.1% | -25.0% | -22.8% |
| 30D | -44.6% | +12.4% | -57.0% | -44.3% |
| 3M | -41.5% | +13.1% | -54.6% | -41.1% |
| 6M | -20.8% | +14.1% | -34.9% | -20.4% |
| YTD | +59.5% | +23.1% | +36.5% | +60.1% |
| 1Y | +36.1% | +25.4% | +10.7% | +36.4% |
| 3Y | -1.0% | +47.9% | -48.8% | -3.8% |
| 5Y | -66.9% | +81.9% | -148.8% | -68.9% |
| All | -32.3% | +79.6% | -111.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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