+131.2%
EXPE vs FSLY
-6.2%
+137.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -13.3% | -22.4% | +9.1% | -11.8% |
| 30D | -5.5% | -45.5% | +40.0% | -2.0% |
| 3M | -16.5% | -30.4% | +13.9% | -15.6% |
| 6M | +13.1% | -22.1% | +35.2% | +13.0% |
| YTD | -8.0% | +57.0% | -65.0% | -17.9% |
| 1Y | +1.1% | +38.2% | -37.1% | -8.2% |
| 3Y | +131.2% | -2.5% | +133.7% | +81.6% |
| All | +131.2% | -6.2% | +137.4% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling