-28.3%
FSLY vs ESTC
+6.6%
-35.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.6% |
| 7D | +11.8% | +5.8% | +6.0% | +7.7% |
| 30D | -36.5% | -5.6% | -31.0% | -33.1% |
| 3M | -39.7% | +15.4% | -55.2% | -45.3% |
| 6M | -9.7% | +77.8% | -87.5% | -38.1% |
| YTD | +68.9% | +18.1% | +50.8% | +42.5% |
| 1Y | +44.5% | -3.7% | +48.1% | +36.5% |
| 3Y | +4.8% | +16.9% | -12.1% | -29.2% |
| 5Y | -66.0% | -51.2% | -14.8% | -59.0% |
| All | -28.3% | +6.6% | -35.0% | -54.1% |
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