-10.4%
FSLY vs EME
+872.9%
-883.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.3% |
| 7D | +3.5% | +5.2% | -1.7% | +1.3% |
| 30D | -6.4% | -5.4% | -1.0% | -4.1% |
| 3M | +10.9% | -6.1% | +17.0% | +12.3% |
| 6M | +6.7% | +9.7% | -3.0% | +2.0% |
| YTD | +111.1% | +26.6% | +84.5% | +86.9% |
| 1Y | +185.8% | +24.6% | +161.1% | +149.8% |
| 3Y | -6.6% | +249.6% | -256.2% | -52.0% |
| 5Y | -52.4% | +556.6% | -608.9% | -81.8% |
| All | -10.4% | +872.9% | -883.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling