+164.3%
FSLY vs EXEL
+92.4%
+71.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -22.2% | +9.8% | -31.9% | -22.6% |
| 30D | -19.1% | +23.6% | -42.7% | -20.6% |
| 3M | -15.7% | +29.9% | -45.6% | -17.6% |
| 6M | -23.5% | +64.7% | -88.2% | -28.9% |
| YTD | +106.6% | +66.0% | +40.6% | +90.9% |
| 1Y | +164.3% | +92.0% | +72.3% | +133.4% |
| All | +164.3% | +92.4% | +71.8% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling