-48.4%
FSLY vs EME
+540.8%
-589.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +7.5% | +0.9% | +6.6% | +7.0% |
| 30D | -21.1% | -8.4% | -12.7% | -17.7% |
| 3M | +21.8% | -3.6% | +25.4% | +21.9% |
| 6M | -0.1% | +3.6% | -3.7% | -2.7% |
| YTD | +123.1% | +22.5% | +100.6% | +95.6% |
| 1Y | +208.6% | +18.2% | +190.4% | +167.8% |
| 3Y | -1.3% | +238.4% | -239.6% | -61.8% |
| 5Y | -48.4% | +550.5% | -598.9% | -89.1% |
| All | -48.4% | +540.8% | -589.2% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling