-33.9%
FSLY vs EXPD
+172.6%
-206.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.3% | +4.3% |
| 7D | -31.4% | -7.2% | -24.3% | -28.1% |
| 30D | -37.3% | -3.3% | -34.0% | -35.7% |
| 3M | -30.1% | +3.4% | -33.5% | -30.7% |
| 6M | -49.8% | +22.7% | -72.5% | -54.5% |
| YTD | +55.7% | +24.5% | +31.2% | +32.8% |
| 1Y | +44.5% | +38.6% | +5.8% | +13.6% |
| 3Y | -4.3% | +71.5% | -75.8% | -39.5% |
| 5Y | -68.2% | +56.2% | -124.4% | -78.5% |
| All | -33.9% | +172.6% | -206.5% | -71.2% |
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