-23.6%
EXE vs FSLY
+43.8%
-67.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.8% |
| 7D | +1.5% | -17.9% | +19.5% | +1.5% |
| 30D | -0.2% | -34.7% | +34.5% | -0.2% |
| 3M | -9.2% | -40.0% | +30.8% | -9.2% |
| 6M | -7.2% | -11.8% | +4.6% | -7.0% |
| YTD | -18.3% | +69.5% | -87.8% | -18.4% |
| 1Y | -23.6% | +44.0% | -67.6% | -23.8% |
| All | -23.6% | +43.8% | -67.4% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling