-52.4%
FSLY vs ESI
+77.4%
-129.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.9% |
| 7D | +3.5% | +5.4% | -1.9% | -0.8% |
| 30D | -6.4% | -4.2% | -2.2% | -2.8% |
| 3M | +10.9% | -9.6% | +20.5% | +15.8% |
| 6M | +6.7% | +18.3% | -11.6% | -9.3% |
| YTD | +111.1% | +45.8% | +65.3% | +45.4% |
| 1Y | +185.8% | +39.2% | +146.6% | +103.7% |
| 3Y | -6.6% | +86.3% | -92.8% | -52.7% |
| 5Y | -52.4% | +76.2% | -128.6% | -72.9% |
| All | -52.4% | +77.4% | -129.8% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling