+75.4%
ELV vs FSLY
+7.7%
+67.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | +3.2% | +12.5% | -9.3% | +2.8% |
| 30D | +5.4% | -18.8% | +24.2% | +5.9% |
| 3M | +5.4% | +22.7% | -17.3% | +4.5% |
| 6M | +45.7% | -3.7% | +49.4% | +44.5% |
| YTD | +21.2% | +127.5% | -106.3% | +16.3% |
| 1Y | +35.6% | +193.5% | -157.9% | +28.6% |
| 3Y | -2.0% | -1.3% | -0.7% | -5.1% |
| 5Y | +26.0% | -47.3% | +73.3% | +22.6% |
| All | +75.4% | +7.7% | +67.7% | +39.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling