-30.4%
ELAN vs FSLY
-47.3%
+17.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | -5.4% | +12.5% | -17.9% | -6.9% |
| 30D | +4.7% | -18.8% | +23.5% | +7.0% |
| 3M | -3.7% | +22.7% | -26.3% | -7.3% |
| 6M | -1.2% | -3.7% | +2.5% | -4.8% |
| YTD | +2.4% | +127.5% | -125.1% | -15.7% |
| 1Y | +23.4% | +193.5% | -170.2% | -4.7% |
| 3Y | +96.7% | -1.3% | +98.0% | +69.6% |
| All | -30.4% | -47.3% | +17.0% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling