+52.0%
ELF vs FSLY
+35.3%
+16.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.6% |
| 7D | +6.3% | -22.9% | +29.2% | +5.4% |
| 30D | +8.5% | -44.6% | +53.1% | +6.2% |
| 3M | +24.4% | -41.5% | +65.9% | +22.6% |
| 6M | +94.7% | -20.8% | +115.5% | +95.2% |
| YTD | +55.9% | +59.5% | -3.7% | +58.6% |
| All | +52.0% | +35.3% | +16.7% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling