-5.3%
FSLY vs EXEL
+192.9%
-198.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +7.5% | -2.9% | +10.4% | +8.6% |
| 30D | -21.1% | +11.9% | -33.0% | -24.5% |
| 3M | +21.8% | +9.2% | +12.5% | +17.4% |
| 6M | -0.1% | +39.1% | -39.2% | -11.4% |
| YTD | +123.1% | +31.0% | +92.1% | +101.3% |
| 1Y | +208.6% | +52.3% | +156.2% | +161.3% |
| 3Y | -1.3% | +159.7% | -161.0% | -37.3% |
| 5Y | -48.4% | +187.7% | -236.1% | -69.1% |
| All | -5.3% | +192.9% | -198.2% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling