-52.4%
FSLY vs EXEL
+195.7%
-248.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.6% | +5.0% |
| 7D | +3.5% | +1.4% | +2.1% | +3.0% |
| 30D | -6.4% | +6.7% | -13.1% | -8.6% |
| 3M | +10.9% | +11.5% | -0.6% | +6.9% |
| 6M | +6.7% | +38.8% | -32.1% | -3.4% |
| YTD | +111.1% | +31.6% | +79.5% | +93.5% |
| 1Y | +185.8% | +53.0% | +132.8% | +148.3% |
| 3Y | -6.6% | +160.8% | -167.4% | -38.9% |
| 5Y | -52.4% | +190.1% | -242.5% | -75.0% |
| All | -52.4% | +195.7% | -248.1% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling