-66.9%
FSLY vs EL
-64.5%
-2.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -22.9% | +7.6% | -30.6% | -25.0% |
| 30D | -44.6% | +15.7% | -60.3% | -47.8% |
| 3M | -41.5% | +30.5% | -72.0% | -48.4% |
| 6M | -20.8% | +32.5% | -53.4% | -31.8% |
| YTD | +59.5% | +9.4% | +50.1% | +45.0% |
| 1Y | +36.1% | +28.4% | +7.8% | +12.5% |
| 3Y | -1.0% | +4.4% | -5.4% | -23.6% |
| 5Y | -66.9% | -64.5% | -2.4% | -38.6% |
| All | -66.9% | -64.5% | -2.4% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling