-11.9%
FSLY vs ESTC
+18.2%
-30.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -0.9% |
| 7D | -10.6% | -8.1% | -2.5% | -7.9% |
| 30D | -20.9% | +31.7% | -52.6% | -29.5% |
| 3M | +3.4% | +41.1% | -37.6% | -10.2% |
| 6M | +2.7% | +77.1% | -74.3% | -19.1% |
| YTD | +102.3% | +21.7% | +80.6% | +80.7% |
| 1Y | +182.1% | +8.4% | +173.7% | +161.0% |
| All | -11.9% | +18.2% | -30.2% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling