-14.2%
FSLY vs EL
-32.3%
+18.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.8% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | -20.9% | +19.8% | -40.7% | -28.2% |
| 3M | +3.4% | +25.7% | -22.3% | -8.7% |
| 6M | +2.7% | +5.4% | -2.7% | -3.6% |
| YTD | +102.3% | +0.2% | +102.0% | +89.6% |
| 1Y | +182.1% | +20.4% | +161.6% | +134.4% |
| 3Y | -14.6% | -32.1% | +17.6% | -11.6% |
| 5Y | -55.9% | -67.2% | +11.3% | -25.5% |
| All | -14.2% | -32.3% | +18.1% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling