+890.1%
ELF vs FSLY
-24.5%
+914.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +6.3% | -22.9% | +29.2% | +7.9% |
| 30D | +8.5% | -44.6% | +53.1% | +12.4% |
| 3M | +24.4% | -41.5% | +65.9% | +27.7% |
| 6M | +94.7% | -20.8% | +115.5% | +94.2% |
| YTD | +55.9% | +59.5% | -3.7% | +38.8% |
| 1Y | +48.4% | +36.1% | +12.3% | +34.1% |
| 3Y | +24.6% | -1.0% | +25.6% | +8.3% |
| 5Y | +285.0% | -66.9% | +352.0% | +243.7% |
| All | +890.1% | -24.5% | +914.5% | +597.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling