-28.3%
FSLY vs EXEL
+256.1%
-284.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +11.8% | +1.6% | +10.1% | +11.1% |
| 30D | -36.5% | +17.4% | -53.9% | -39.7% |
| 3M | -39.7% | +38.6% | -78.4% | -46.3% |
| 6M | -9.7% | +41.2% | -50.9% | -20.6% |
| YTD | +68.9% | +59.3% | +9.5% | +42.7% |
| 1Y | +44.5% | +60.2% | -15.8% | +21.5% |
| 3Y | +4.8% | +232.6% | -227.8% | -38.6% |
| 5Y | -66.0% | +285.9% | -351.9% | -81.5% |
| All | -28.3% | +256.1% | -284.5% | -66.4% |
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 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