-5.3%
FSLY vs EL
-35.6%
+30.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.5% | +7.0% |
| 7D | +11.2% | -2.4% | +13.5% | +12.1% |
| 30D | -18.2% | +13.7% | -31.8% | -24.0% |
| 3M | +21.9% | +14.5% | +7.4% | +12.3% |
| 6M | +4.0% | +7.4% | -3.4% | -3.7% |
| YTD | +123.1% | -4.7% | +127.8% | +113.6% |
| 1Y | +196.9% | +12.9% | +183.9% | +154.0% |
| 3Y | -1.3% | -32.2% | +31.0% | +0.6% |
| 5Y | -50.2% | -68.4% | +18.2% | -14.8% |
| All | -5.3% | -35.6% | +30.3% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling