-3.2%
FSLY vs EME
+240.3%
-243.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.5% |
| 7D | +11.2% | +2.7% | +8.4% | +10.0% |
| 30D | -18.2% | -6.8% | -11.4% | -16.0% |
| 3M | +21.9% | -8.8% | +30.7% | +24.7% |
| 6M | +4.0% | +5.0% | -1.0% | +2.1% |
| YTD | +123.1% | +23.5% | +99.6% | +102.1% |
| 1Y | +196.9% | +21.3% | +175.6% | +163.7% |
| All | -3.2% | +240.3% | -243.6% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling