-19.5%
ELF vs FSLY
-13.5%
-6.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.1% |
| 7D | +5.4% | -10.6% | +16.0% | +5.2% |
| 30D | +27.0% | -20.9% | +47.9% | +26.8% |
| 3M | +113.2% | +3.4% | +109.8% | +112.9% |
| 6M | +36.6% | +2.7% | +33.8% | +35.8% |
| YTD | +44.2% | +102.3% | -58.0% | +41.6% |
| 1Y | -18.0% | +182.1% | -200.0% | -22.0% |
| All | -19.5% | -13.5% | -6.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling