-33.4%
FSLY vs ESI
+224.7%
-258.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -2.6% |
| 7D | -22.4% | -3.5% | -19.0% | -19.6% |
| 30D | -45.5% | -9.3% | -36.2% | -40.9% |
| 3M | -30.4% | -12.8% | -17.6% | -23.2% |
| 6M | -22.1% | -24.6% | +2.5% | -7.7% |
| YTD | +57.0% | +32.7% | +24.2% | +26.5% |
| 1Y | +38.2% | +20.3% | +17.9% | +18.9% |
| 3Y | -2.5% | +80.2% | -82.7% | -37.8% |
| 5Y | -68.8% | +40.0% | -108.8% | -76.5% |
| All | -33.4% | +224.7% | -258.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling