+21.8%
ELF vs FSLY
+6.5%
+15.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | 0.0% |
| 7D | +4.3% | -17.9% | +22.2% | +4.0% |
| 30D | +7.7% | -34.7% | +42.4% | +7.2% |
| 3M | +24.7% | -40.0% | +64.7% | +24.1% |
| 6M | +114.6% | -11.8% | +126.5% | +114.9% |
| YTD | +55.8% | +69.5% | -13.8% | +55.1% |
| 1Y | +51.9% | +44.0% | +8.0% | +51.7% |
| All | +21.8% | +6.5% | +15.3% | +12.0% |
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