-4.3%
FSLY vs EXPD
+68.8%
-73.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.3% | +3.3% |
| 7D | -31.4% | -7.2% | -24.3% | -30.9% |
| 30D | -37.3% | -3.3% | -34.0% | -36.9% |
| 3M | -30.1% | +3.4% | -33.5% | -29.6% |
| 6M | -49.8% | +22.7% | -72.5% | -49.0% |
| YTD | +55.7% | +24.5% | +31.2% | +50.2% |
| 1Y | +44.5% | +38.6% | +5.8% | +32.6% |
| 3Y | -4.3% | +71.5% | -75.8% | -22.7% |
| All | -4.3% | +68.8% | -73.2% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling