-4.3%
FSLY vs ESTC
+18.0%
-22.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.1% |
| 7D | -31.4% | -11.5% | -19.9% | -27.3% |
| 30D | -37.3% | -7.5% | -29.8% | -34.1% |
| 3M | -30.1% | +23.1% | -53.2% | -34.8% |
| 6M | -49.8% | +75.3% | -125.1% | -59.6% |
| YTD | +55.7% | +14.1% | +41.6% | +45.4% |
| 1Y | +44.5% | -0.6% | +45.1% | +41.5% |
| 3Y | -4.3% | +20.8% | -25.2% | -16.0% |
| All | -4.3% | +18.0% | -22.3% | -16.0% |
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