+50.0%
EXPE vs FSLY
+161.0%
-111.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.7% | +10.5% |
| 7D | +14.6% | -22.2% | +36.8% | +14.8% |
| 30D | +21.4% | -19.1% | +40.5% | +21.6% |
| 3M | +1.4% | -15.7% | +17.1% | +1.2% |
| 6M | +28.6% | -23.5% | +52.1% | +28.1% |
| YTD | +12.1% | +106.6% | -94.5% | +8.5% |
| 1Y | +50.0% | +164.3% | -114.2% | +36.8% |
| All | +50.0% | +161.0% | -111.0% | +36.8% |
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