+897.1%
ELF vs FSLY
-25.7%
+922.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.7% |
| 7D | +7.8% | -22.4% | +30.3% | +9.5% |
| 30D | +9.3% | -45.5% | +54.7% | +13.3% |
| 3M | +21.2% | -30.4% | +51.6% | +22.6% |
| 6M | +96.1% | -22.1% | +118.2% | +95.8% |
| YTD | +57.0% | +57.0% | 0.0% | +40.0% |
| 1Y | +61.9% | +38.2% | +23.6% | +46.0% |
| 3Y | +20.0% | -2.5% | +22.5% | +4.4% |
| 5Y | +284.8% | -68.8% | +353.6% | +245.2% |
| All | +897.1% | -25.7% | +922.8% | +603.1% |
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 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