+178.5%
EXE vs FSLY
-82.6%
+261.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -1.0% |
| 7D | -0.3% | -10.6% | +10.4% | +0.2% |
| 30D | +8.5% | -20.9% | +29.4% | +9.2% |
| 3M | +5.5% | +3.4% | +2.0% | +4.9% |
| 6M | -5.9% | +2.7% | -8.6% | -7.7% |
| YTD | -9.7% | +102.3% | -112.0% | -15.3% |
| 1Y | +3.6% | +182.1% | -178.5% | -5.4% |
| 3Y | +18.0% | -14.6% | +32.6% | +11.7% |
| 5Y | +109.4% | -55.9% | +165.3% | +95.4% |
| All | +178.5% | -82.6% | +261.1% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling