-28.1%
FSLY vs ESI
+235.5%
-263.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +3.6% |
| 7D | -17.9% | +1.8% | -19.8% | -17.7% |
| 30D | -34.7% | -6.6% | -28.1% | -30.6% |
| 3M | -40.0% | -9.4% | -30.7% | -35.3% |
| 6M | -11.8% | -24.1% | +12.3% | +4.2% |
| YTD | +69.5% | +37.1% | +32.4% | +33.8% |
| 1Y | +44.0% | +24.5% | +19.4% | +21.0% |
| 3Y | +5.2% | +83.2% | -77.9% | -33.5% |
| 5Y | -65.6% | +44.0% | -109.5% | -74.5% |
| All | -28.1% | +235.5% | -263.5% | -66.8% |
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