-3.5%
FSLY vs EME
+882.3%
-885.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +0.2% |
| 7D | +12.5% | +3.5% | +9.0% | +10.8% |
| 30D | -18.8% | -6.3% | -12.5% | -16.5% |
| 3M | +22.7% | -3.8% | +26.4% | +23.1% |
| 6M | -3.7% | +8.5% | -12.2% | -7.7% |
| YTD | +127.5% | +27.8% | +99.7% | +100.5% |
| 1Y | +193.5% | +22.2% | +171.3% | +158.8% |
| 3Y | -1.3% | +253.5% | -254.8% | -49.6% |
| 5Y | -47.3% | +578.6% | -626.0% | -80.1% |
| All | -3.5% | +882.3% | -885.8% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling