-30.7%
FSLY vs ED
+82.2%
-112.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.2% |
| 7D | +4.9% | +2.1% | +2.8% | +5.0% |
| 30D | -33.5% | +10.4% | -43.9% | -33.2% |
| 3M | -44.6% | +12.5% | -57.2% | -44.3% |
| 6M | -9.2% | +14.9% | -24.1% | -8.7% |
| YTD | +63.3% | +24.8% | +38.4% | +64.0% |
| 1Y | +45.3% | +23.8% | +21.4% | +45.9% |
| 3Y | +3.7% | +51.6% | -47.9% | +0.7% |
| 5Y | -67.2% | +86.4% | -153.6% | -69.1% |
| All | -30.7% | +82.2% | -112.9% | -31.1% |
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