-5.3%
FSLY vs XHB
+156.8%
-162.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.9% |
| 7D | +7.5% | -5.2% | +12.8% | +12.1% |
| 30D | -21.1% | -12.1% | -9.0% | -12.4% |
| 3M | +21.8% | -6.2% | +28.0% | +26.4% |
| 6M | -0.1% | -6.7% | +6.6% | +4.6% |
| YTD | +123.1% | -5.5% | +128.5% | +125.4% |
| 1Y | +208.6% | -15.6% | +224.2% | +244.9% |
| 3Y | -1.3% | +22.0% | -23.3% | -21.8% |
| 5Y | -48.4% | +31.8% | -80.2% | -61.4% |
| All | -5.3% | +156.8% | -162.2% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling