-30.7%
FSLY vs EXPD
+187.6%
-218.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +4.9% | +5.5% | -0.7% | +1.8% |
| 30D | -33.5% | -0.8% | -32.7% | -32.7% |
| 3M | -44.6% | +4.1% | -48.8% | -45.3% |
| 6M | -9.2% | +25.7% | -34.9% | -18.7% |
| YTD | +63.3% | +31.4% | +31.9% | +35.3% |
| 1Y | +45.3% | +42.2% | +3.1% | +13.2% |
| 3Y | +3.7% | +77.2% | -73.4% | -35.0% |
| 5Y | -67.2% | +61.0% | -128.2% | -78.1% |
| All | -30.7% | +187.6% | -218.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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