-32.3%
FSLY vs ESI
+222.7%
-255.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.1% |
| 7D | -22.9% | -6.6% | -16.3% | -18.3% |
| 30D | -44.6% | -9.8% | -34.7% | -39.7% |
| 3M | -41.5% | -11.9% | -29.5% | -35.7% |
| 6M | -20.8% | -25.1% | +4.3% | -5.8% |
| YTD | +59.5% | +31.9% | +27.6% | +29.1% |
| 1Y | +36.1% | +19.2% | +16.9% | +17.8% |
| 3Y | -1.0% | +76.2% | -77.1% | -35.8% |
| 5Y | -66.9% | +39.4% | -106.3% | -75.0% |
| All | -32.3% | +222.7% | -255.0% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling