+164.3%
FSLY vs XHB
+5.8%
+158.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.8% |
| 7D | -22.2% | +9.7% | -31.9% | -23.3% |
| 30D | -19.1% | +11.7% | -30.8% | -20.6% |
| 3M | -15.7% | -1.4% | -14.3% | -14.5% |
| 6M | -23.5% | +6.8% | -30.3% | -23.7% |
| YTD | +106.6% | +5.5% | +101.1% | +85.3% |
| 1Y | +164.3% | +5.1% | +159.1% | +137.4% |
| All | +164.3% | +5.8% | +158.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling