-14.2%
FSLY vs ED
+61.6%
-75.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -20.9% | -0.1% | -20.8% | -20.9% |
| 3M | +3.4% | +3.9% | -0.5% | +3.3% |
| 6M | +2.7% | -3.0% | +5.8% | +2.9% |
| YTD | +102.3% | +10.7% | +91.6% | +101.8% |
| 1Y | +182.1% | +13.3% | +168.7% | +181.0% |
| 3Y | -14.6% | +34.5% | -49.1% | -17.6% |
| 5Y | -55.9% | +67.1% | -123.0% | -58.9% |
| All | -14.2% | +61.6% | -75.8% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling