-33.9%
FSLY vs ESTC
+3.1%
-37.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +1.7% |
| 7D | -31.4% | -11.5% | -19.9% | -25.0% |
| 30D | -37.3% | -7.5% | -29.8% | -32.6% |
| 3M | -30.1% | +23.1% | -53.2% | -38.9% |
| 6M | -49.8% | +75.3% | -125.1% | -65.9% |
| YTD | +55.7% | +14.1% | +41.6% | +34.5% |
| 1Y | +44.5% | -0.6% | +45.1% | +33.8% |
| 3Y | -4.3% | +20.8% | -25.2% | -37.2% |
| 5Y | -68.2% | -48.8% | -19.4% | -63.2% |
| All | -33.9% | +3.1% | -37.0% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling