+129.4%
EXPE vs FSLY
-19.7%
+149.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.7% |
| 7D | -17.8% | -17.9% | +0.2% | -16.0% |
| 30D | -3.2% | -34.7% | +31.5% | +0.7% |
| 3M | -19.0% | -40.0% | +21.1% | -15.8% |
| 6M | +17.7% | -11.8% | +29.6% | +16.0% |
| YTD | -7.8% | +69.5% | -77.3% | -21.9% |
| 1Y | -1.4% | +44.0% | -45.3% | -14.6% |
| 3Y | +121.9% | +5.2% | +116.7% | +85.0% |
| 5Y | +44.3% | -65.6% | +109.8% | +22.2% |
| All | +129.4% | -19.7% | +149.1% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling