-28.3%
FSLY vs ES
+28.7%
-57.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +11.8% | -1.1% | +12.8% | +12.0% |
| 30D | -36.5% | +8.2% | -44.8% | -38.2% |
| 3M | -39.7% | +0.6% | -40.4% | -40.2% |
| 6M | -9.7% | +6.0% | -15.7% | -12.4% |
| YTD | +68.9% | +9.3% | +59.5% | +62.2% |
| 1Y | +44.5% | +1.1% | +43.3% | +41.4% |
| 3Y | +4.8% | +51.9% | -47.1% | -12.6% |
| 5Y | -66.0% | +6.5% | -72.5% | -68.4% |
| All | -28.3% | +28.7% | -57.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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