-52.4%
FSLY vs ED
+71.7%
-124.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.6% |
| 7D | +3.5% | +0.5% | +2.9% | +3.6% |
| 30D | -6.4% | +1.1% | -7.5% | -6.1% |
| 3M | +10.9% | +4.6% | +6.2% | +12.0% |
| 6M | +6.7% | -2.0% | +8.7% | +7.1% |
| YTD | +111.1% | +11.7% | +99.4% | +115.9% |
| 1Y | +185.8% | +15.7% | +170.0% | +193.8% |
| 3Y | -6.6% | +34.4% | -40.9% | -6.0% |
| 5Y | -52.4% | +67.3% | -119.7% | -48.4% |
| All | -52.4% | +71.7% | -124.1% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling