+96.7%
ELAN vs FSLY
+1.6%
+95.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | -5.4% | +12.5% | -17.9% | -6.5% |
| 30D | +4.7% | -18.8% | +23.5% | +6.4% |
| 3M | -3.7% | +22.7% | -26.3% | -6.1% |
| 6M | -1.2% | -3.7% | +2.5% | -3.4% |
| YTD | +2.4% | +127.5% | -125.1% | -9.3% |
| 1Y | +23.4% | +193.5% | -170.2% | +3.6% |
| 3Y | +96.7% | -1.3% | +98.0% | +65.8% |
| All | +96.7% | +1.6% | +95.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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