-69.7%
FSLY vs ED
+80.7%
-150.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +2.3% |
| 7D | -31.4% | +1.6% | -33.1% | -31.0% |
| 30D | -37.3% | +13.3% | -50.6% | -35.0% |
| 3M | -30.1% | +9.7% | -39.8% | -27.8% |
| 6M | -49.8% | +12.8% | -62.6% | -47.8% |
| YTD | +55.7% | +22.3% | +33.4% | +64.0% |
| 1Y | +44.5% | +26.3% | +18.2% | +52.8% |
| 3Y | -4.3% | +45.0% | -49.4% | -1.5% |
| All | -69.7% | +80.7% | -150.4% | -67.2% |
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