+33.9%
FSLY vs ES
-0.3%
+34.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.6% |
| 7D | -22.4% | -0.1% | -22.3% | -22.3% |
| 30D | -45.5% | +5.7% | -51.2% | -44.2% |
| 3M | -30.4% | -2.8% | -27.6% | -29.9% |
| 6M | -22.1% | +7.0% | -29.1% | -22.0% |
| YTD | +57.0% | +6.8% | +50.2% | +59.3% |
| All | +33.9% | -0.3% | +34.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling