+14.2%
ELF vs FSLY
-9.9%
+24.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.7% | +5.8% |
| 7D | +4.0% | -31.4% | +35.4% | +3.5% |
| 30D | +10.6% | -37.3% | +47.9% | +10.0% |
| 3M | +25.8% | -30.1% | +55.9% | +25.6% |
| 6M | +89.1% | -49.8% | +138.9% | +88.3% |
| YTD | +52.7% | +55.7% | -3.0% | +51.9% |
| 1Y | +51.7% | +44.5% | +7.3% | +51.1% |
| 3Y | +14.2% | -4.3% | +18.6% | +5.8% |
| All | +14.2% | -9.9% | +24.1% | +5.8% |
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 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