+182.1%
FSLY vs EL
+14.8%
+167.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.3% |
| 7D | -10.6% | +0.8% | -11.4% | -10.6% |
| 30D | -20.9% | +19.8% | -40.7% | -19.3% |
| 3M | +3.4% | +25.7% | -22.3% | +5.7% |
| 6M | +2.7% | +5.4% | -2.7% | +4.0% |
| YTD | +102.3% | +0.2% | +102.0% | +108.0% |
| 1Y | +182.1% | +20.4% | +161.6% | +177.6% |
| All | +182.1% | +14.8% | +167.3% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling