-49.8%
FSLY vs ESTC
+75.2%
-125.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +1.9% |
| 7D | -31.4% | -11.5% | -19.9% | -26.8% |
| 30D | -37.3% | -7.5% | -29.8% | -33.2% |
| 3M | -30.1% | +23.1% | -53.2% | -30.2% |
| 6M | -49.8% | +75.3% | -125.1% | -50.5% |
| All | -49.8% | +75.2% | -125.0% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling