-5.3%
FSLY vs ED
+61.9%
-67.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.7% |
| 7D | +11.2% | -0.2% | +11.3% | +11.2% |
| 30D | -18.2% | +1.9% | -20.1% | -18.1% |
| 3M | +21.9% | +1.9% | +20.0% | +21.9% |
| 6M | +4.0% | -2.3% | +6.3% | +4.1% |
| YTD | +123.1% | +10.9% | +112.2% | +122.6% |
| 1Y | +196.9% | +14.5% | +182.3% | +195.7% |
| 3Y | -1.3% | +33.4% | -34.6% | -4.6% |
| 5Y | -50.2% | +67.3% | -117.5% | -53.6% |
| All | -5.3% | +61.9% | -67.2% | -6.5% |
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