-30.7%
FSLY vs XHB
+172.0%
-202.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.9% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | -33.5% | +9.9% | -43.5% | -38.8% |
| 3M | -44.6% | -6.3% | -38.3% | -42.3% |
| 6M | -9.2% | +3.8% | -13.1% | -14.4% |
| YTD | +63.3% | +0.1% | +63.1% | +55.9% |
| 1Y | +45.3% | -0.8% | +46.1% | +39.6% |
| 3Y | +3.7% | +35.6% | -31.9% | -26.0% |
| 5Y | -67.2% | +29.6% | -96.7% | -75.8% |
| All | -30.7% | +172.0% | -202.8% | -63.5% |
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