+816.2%
ELF vs FSLY
-4.2%
+820.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.3% |
| 7D | +5.4% | -10.6% | +16.0% | +6.2% |
| 30D | +27.0% | -20.9% | +47.9% | +28.3% |
| 3M | +113.2% | +3.4% | +109.8% | +110.9% |
| 6M | +36.6% | +2.7% | +33.8% | +31.3% |
| YTD | +44.2% | +102.3% | -58.0% | +27.5% |
| 1Y | -18.0% | +182.1% | -200.0% | -32.4% |
| 3Y | -19.9% | -14.6% | -5.4% | -27.6% |
| 5Y | +257.7% | -55.9% | +313.6% | +214.2% |
| All | +816.2% | -4.2% | +820.4% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling