-14.2%
FSLY vs ESTC
+9.9%
-24.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | +0.2% |
| 7D | -10.6% | -8.1% | -2.5% | -5.9% |
| 30D | -20.9% | +31.7% | -52.6% | -35.4% |
| 3M | +3.4% | +41.1% | -37.6% | -19.2% |
| 6M | +2.7% | +77.1% | -74.3% | -32.4% |
| YTD | +102.3% | +21.7% | +80.6% | +63.7% |
| 1Y | +182.1% | +8.4% | +173.7% | +139.8% |
| 3Y | -14.6% | +23.6% | -38.2% | -46.5% |
| 5Y | -55.9% | -46.5% | -9.4% | -51.3% |
| All | -14.2% | +9.9% | -24.1% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling