-5.3%
FSLY vs ESI
+252.5%
-257.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.5% |
| 7D | +11.2% | +3.9% | +7.2% | +8.2% |
| 30D | -18.2% | -3.8% | -14.4% | -15.6% |
| 3M | +21.9% | -13.1% | +35.0% | +30.5% |
| 6M | +4.0% | +11.3% | -7.3% | -4.3% |
| YTD | +123.1% | +44.1% | +79.0% | +69.4% |
| 1Y | +196.9% | +40.3% | +156.5% | +128.8% |
| 3Y | -1.3% | +84.1% | -85.3% | -38.0% |
| 5Y | -50.2% | +75.8% | -126.0% | -67.0% |
| All | -5.3% | +252.5% | -257.9% | -57.9% |
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