-28.7%
ELAN vs FSLY
+5.6%
-34.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.4% | -2.3% |
| 7D | -4.6% | +11.2% | -15.7% | -5.7% |
| 30D | +5.7% | -18.2% | +23.9% | +7.5% |
| 3M | -3.9% | +21.9% | -25.8% | -6.6% |
| 6M | -1.6% | +4.0% | -5.7% | -5.1% |
| YTD | +4.1% | +123.1% | -119.0% | -9.6% |
| 1Y | +25.5% | +196.9% | -171.3% | +4.0% |
| 3Y | +103.2% | -1.3% | +104.5% | +80.4% |
| 5Y | -29.8% | -50.2% | +20.4% | -40.1% |
| All | -28.7% | +5.6% | -34.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling