+3.7%
FSLY vs ESTC
+14.8%
-11.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | +4.9% | +2.4% | +2.5% | +3.7% |
| 30D | -33.5% | -4.2% | -29.3% | -31.4% |
| 3M | -44.6% | +2.5% | -47.1% | -44.7% |
| 6M | -9.2% | +81.5% | -90.7% | -27.1% |
| YTD | +63.3% | +16.8% | +46.4% | +51.0% |
| 1Y | +45.3% | -3.5% | +48.7% | +43.9% |
| 3Y | +3.7% | +17.7% | -14.0% | -7.9% |
| All | +3.7% | +14.8% | -11.0% | -7.9% |
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 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