+74.6%
ELV vs FSLY
+7.7%
+66.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.4% |
| 7D | +2.8% | +12.5% | -9.7% | +2.4% |
| 30D | +4.9% | -18.8% | +23.7% | +5.4% |
| 3M | +4.9% | +22.7% | -17.8% | +4.0% |
| 6M | +45.1% | -3.7% | +48.8% | +43.9% |
| YTD | +20.7% | +127.5% | -106.8% | +15.8% |
| 1Y | +35.0% | +193.5% | -158.5% | +28.0% |
| 3Y | -2.4% | -1.3% | -1.1% | -5.5% |
| 5Y | +25.5% | -47.3% | +72.8% | +22.0% |
| All | +74.6% | +7.7% | +66.9% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling