+80.0%
ELV vs FSLY
-22.7%
+102.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +1.0% | +4.9% | -3.9% | +0.8% |
| 30D | +0.4% | -33.5% | +33.9% | +1.3% |
| 3M | +8.4% | -44.6% | +53.0% | +9.6% |
| 6M | +8.4% | -9.2% | +17.7% | +7.9% |
| YTD | +24.4% | +63.3% | -38.9% | +19.9% |
| 1Y | +33.5% | +45.3% | -11.8% | +29.2% |
| 3Y | -2.1% | +3.7% | -5.8% | -6.1% |
| 5Y | +5.8% | -67.2% | +72.9% | +4.3% |
| All | +80.0% | -22.7% | +102.7% | +43.5% |
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