+20.7%
EXE vs FSLY
-7.5%
+28.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.2% |
| 7D | -1.8% | +3.5% | -5.3% | -1.9% |
| 30D | +6.4% | -6.4% | +12.8% | +6.4% |
| 3M | +9.2% | +10.9% | -1.6% | +8.7% |
| 6M | -7.0% | +6.7% | -13.7% | -8.3% |
| YTD | -9.5% | +111.1% | -120.6% | -13.4% |
| 1Y | +6.2% | +185.8% | -179.5% | -0.5% |
| 3Y | +20.7% | -6.6% | +27.3% | +10.7% |
| All | +20.7% | -7.5% | +28.2% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling