-55.6%
FSLY vs ES
-5.6%
-49.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -20.9% | -2.0% | -18.9% | -20.6% |
| 3M | +3.4% | +1.7% | +1.7% | +2.4% |
| 6M | +2.7% | -3.5% | +6.3% | +3.3% |
| YTD | +102.3% | +7.9% | +94.4% | +96.5% |
| 1Y | +182.1% | +17.2% | +164.9% | +162.9% |
| 3Y | -14.6% | +29.3% | -43.9% | -25.3% |
| All | -55.6% | -5.6% | -49.9% | -59.7% |
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