+164.3%
FSLY vs ESI
+27.8%
+136.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +2.2% |
| 7D | -22.2% | -6.6% | -15.6% | -19.3% |
| 30D | -19.1% | -10.9% | -8.2% | -14.2% |
| 3M | -15.7% | -13.8% | -1.9% | -9.2% |
| 6M | -23.5% | -21.5% | -1.9% | -13.6% |
| YTD | +106.6% | +34.7% | +72.0% | +79.9% |
| 1Y | +164.3% | +24.9% | +139.4% | +141.4% |
| All | +164.3% | +27.8% | +136.4% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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