-1.0%
FSLY vs EXEL
+236.1%
-237.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -22.9% | -2.4% | -20.5% | -22.5% |
| 30D | -44.6% | +17.9% | -62.5% | -45.3% |
| 3M | -41.5% | +33.3% | -74.7% | -43.3% |
| 6M | -20.8% | +46.6% | -67.4% | -24.4% |
| YTD | +59.5% | +61.0% | -1.5% | +51.3% |
| 1Y | +36.1% | +70.4% | -34.3% | +28.2% |
| 3Y | -1.0% | +236.1% | -237.1% | -3.5% |
| All | -1.0% | +236.1% | -237.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling