-5.3%
FSLY vs ESTC
+3.7%
-9.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.9% |
| 7D | +11.2% | -3.3% | +14.5% | +13.0% |
| 30D | -18.2% | +13.4% | -31.6% | -26.8% |
| 3M | +21.9% | +41.3% | -19.4% | -5.4% |
| 6M | +4.0% | +62.6% | -58.6% | -28.0% |
| YTD | +123.1% | +14.8% | +108.3% | +86.6% |
| 1Y | +196.9% | -5.1% | +201.9% | +174.4% |
| 3Y | -1.3% | +11.2% | -12.4% | -33.5% |
| 5Y | -50.2% | -47.0% | -3.2% | -45.2% |
| All | -5.3% | +3.7% | -9.0% | -39.9% |
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