+175.5%
EXE vs FSLY
-80.8%
+256.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.2% | +7.5% | -9.7% | -2.5% |
| 30D | -0.8% | -21.1% | +20.3% | 0.0% |
| 3M | +10.0% | +21.8% | -11.7% | +8.8% |
| 6M | -6.3% | -0.1% | -6.2% | -7.9% |
| YTD | -10.7% | +123.1% | -133.8% | -16.6% |
| 1Y | +2.7% | +208.6% | -205.9% | -6.5% |
| 3Y | +19.1% | -1.3% | +20.4% | +12.0% |
| 5Y | +105.4% | -48.4% | +153.8% | +90.4% |
| All | +175.5% | -80.8% | +256.4% | +168.9% |
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