+89.1%
ELF vs FSLY
-49.7%
+138.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.7% | +5.7% |
| 7D | +4.0% | -31.4% | +35.4% | +3.6% |
| 30D | +10.6% | -37.3% | +47.9% | +10.0% |
| 3M | +25.8% | -30.1% | +55.9% | +26.4% |
| 6M | +89.1% | -49.8% | +138.9% | +83.3% |
| All | +89.1% | -49.7% | +138.7% | +83.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling