+140.7%
EXPE vs FSLY
+5.6%
+135.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.4% |
| 7D | -11.5% | +11.2% | -22.7% | -12.6% |
| 30D | -13.1% | -18.2% | +5.1% | -11.5% |
| 3M | +18.1% | +21.9% | -3.8% | +14.3% |
| 6M | +13.3% | +4.0% | +9.2% | +7.6% |
| YTD | -3.2% | +123.1% | -126.3% | -19.3% |
| 1Y | +26.1% | +196.9% | -170.7% | -0.1% |
| 3Y | +151.7% | -1.3% | +153.0% | +115.8% |
| 5Y | +88.3% | -50.2% | +138.6% | +55.2% |
| All | +140.7% | +5.6% | +135.1% | +47.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling