+275.1%
ELF vs FSLY
-68.3%
+343.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.7% | +5.5% |
| 7D | +4.0% | -31.4% | +35.4% | +6.0% |
| 30D | +10.6% | -37.3% | +47.9% | +13.1% |
| 3M | +25.8% | -30.1% | +55.9% | +27.0% |
| 6M | +89.1% | -49.8% | +138.9% | +92.9% |
| YTD | +52.7% | +55.7% | -3.0% | +36.4% |
| 1Y | +51.7% | +44.5% | +7.3% | +36.4% |
| 3Y | +14.2% | -4.3% | +18.6% | -0.4% |
| All | +275.1% | -68.3% | +343.4% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling