-69.7%
FSLY vs ES
+1.4%
-71.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +5.9% | +3.6% |
| 7D | -31.4% | +1.9% | -33.3% | -31.9% |
| 30D | -37.3% | +7.1% | -44.4% | -38.6% |
| 3M | -30.1% | -1.9% | -28.2% | -30.2% |
| 6M | -49.8% | +4.4% | -54.1% | -50.8% |
| YTD | +55.7% | +7.3% | +48.4% | +50.5% |
| 1Y | +44.5% | +2.1% | +42.3% | +40.8% |
| 3Y | -4.3% | +41.8% | -46.2% | -19.9% |
| All | -69.7% | +1.4% | -71.2% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling