+152.1%
EXE vs FSLY
-85.4%
+237.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | +1.5% | -17.9% | +19.5% | +2.1% |
| 30D | -0.2% | -34.7% | +34.5% | +1.2% |
| 3M | -9.2% | -40.0% | +30.8% | -8.0% |
| 6M | -7.2% | -11.8% | +4.6% | -7.7% |
| YTD | -18.3% | +69.5% | -87.8% | -23.2% |
| 1Y | -23.6% | +44.0% | -67.6% | -27.6% |
| 3Y | +21.9% | +5.2% | +16.7% | +13.0% |
| 5Y | +73.7% | -65.6% | +139.2% | +62.4% |
| All | +152.1% | -85.4% | +237.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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