+164.3%
FSLY vs ESTC
+1.6%
+162.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -22.2% | -15.9% | -6.3% | -17.6% |
| 30D | -19.1% | -5.5% | -13.6% | -16.8% |
| 3M | -15.7% | +26.2% | -41.9% | -19.3% |
| 6M | -23.5% | +77.0% | -100.5% | -31.5% |
| YTD | +106.6% | +18.9% | +87.8% | +90.8% |
| 1Y | +164.3% | +1.3% | +163.0% | +149.8% |
| All | +164.3% | +1.6% | +162.7% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling