-52.4%
FSLY vs EL
-67.4%
+15.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.3% |
| 7D | +3.5% | +1.7% | +1.8% | +2.6% |
| 30D | -6.4% | +15.5% | -21.9% | -13.2% |
| 3M | +10.9% | +20.6% | -9.7% | +0.4% |
| 6M | +6.7% | +10.5% | -3.8% | -1.8% |
| YTD | +111.1% | -1.9% | +113.0% | +100.7% |
| 1Y | +185.8% | +16.1% | +169.7% | +142.8% |
| 3Y | -6.6% | -30.2% | +23.7% | -4.1% |
| 5Y | -52.4% | -67.4% | +15.0% | -7.6% |
| All | -52.4% | -67.4% | +15.0% | -7.6% |
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