-14.2%
FSLY vs EXPD
+178.8%
-192.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | -10.6% | -1.1% | -9.5% | -10.1% |
| 30D | -20.9% | +4.1% | -25.0% | -22.4% |
| 3M | +3.4% | +17.9% | -14.5% | -5.0% |
| 6M | +2.7% | +29.2% | -26.5% | -9.8% |
| YTD | +102.3% | +27.4% | +74.9% | +69.0% |
| 1Y | +182.1% | +56.8% | +125.2% | +97.5% |
| 3Y | -14.6% | +68.0% | -82.6% | -44.8% |
| 5Y | -55.9% | +61.9% | -117.8% | -71.1% |
| All | -14.2% | +178.8% | -192.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling