-33.9%
FSLY vs ES
+26.3%
-60.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +3.8% |
| 7D | -31.4% | +1.9% | -33.3% | -32.0% |
| 30D | -37.3% | +7.1% | -44.4% | -38.8% |
| 3M | -30.1% | -1.9% | -28.2% | -30.3% |
| 6M | -49.8% | +4.4% | -54.1% | -50.9% |
| YTD | +55.7% | +7.3% | +48.4% | +50.2% |
| 1Y | +44.5% | +2.1% | +42.3% | +40.7% |
| 3Y | -4.3% | +41.8% | -46.2% | -18.4% |
| 5Y | -68.2% | +1.4% | -69.6% | -70.0% |
| All | -33.9% | +26.3% | -60.2% | -29.2% |
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