-14.2%
FSLY vs ESI
+254.8%
-269.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -4.5% |
| 7D | -10.6% | +3.3% | -14.0% | -12.5% |
| 30D | -20.9% | -5.9% | -15.0% | -17.5% |
| 3M | +3.4% | -14.1% | +17.5% | +11.8% |
| 6M | +2.7% | +6.6% | -3.8% | -2.8% |
| YTD | +102.3% | +45.0% | +57.2% | +53.0% |
| 1Y | +182.1% | +41.5% | +140.6% | +116.3% |
| 3Y | -14.6% | +78.8% | -93.3% | -45.3% |
| 5Y | -55.9% | +70.9% | -126.8% | -70.5% |
| All | -14.2% | +254.8% | -269.0% | -62.0% |
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