+130.5%
EXPE vs FSLY
-20.0%
+150.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -4.2% | +11.8% | -16.0% | -5.4% |
| 30D | -4.5% | -36.5% | +32.0% | -0.3% |
| 3M | -19.7% | -39.7% | +20.0% | -16.7% |
| 6M | +18.3% | -9.7% | +28.0% | +16.2% |
| YTD | -7.3% | +68.9% | -76.2% | -21.5% |
| 1Y | -3.9% | +44.5% | -48.3% | -16.9% |
| 3Y | +123.0% | +4.8% | +118.2% | +86.0% |
| 5Y | +47.9% | -66.0% | +114.0% | +25.5% |
| All | +130.5% | -20.0% | +150.6% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling