+142.5%
EXPE vs FSLY
0.0%
+142.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.4% | -12.3% | -8.4% |
| 7D | -9.8% | +3.5% | -13.2% | -10.2% |
| 30D | -11.5% | -6.4% | -5.1% | -11.5% |
| 3M | +21.7% | +10.9% | +10.8% | +19.0% |
| 6M | +10.4% | +6.7% | +3.7% | +4.4% |
| YTD | -2.5% | +111.1% | -113.6% | -18.2% |
| 1Y | +27.3% | +185.8% | -158.4% | +1.2% |
| 3Y | +153.5% | -6.6% | +160.1% | +118.8% |
| 5Y | +91.1% | -52.4% | +143.5% | +58.3% |
| All | +142.5% | 0.0% | +142.5% | +49.1% |
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 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