-6.6%
FSLY vs XHB
+26.5%
-33.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +6.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.2% |
| 30D | -6.4% | -9.1% | +2.7% | 0.0% |
| 3M | +10.9% | -2.3% | +13.2% | +10.8% |
| 6M | +6.7% | -4.1% | +10.8% | +8.7% |
| YTD | +111.1% | -1.7% | +112.8% | +104.2% |
| 1Y | +185.8% | -15.1% | +200.9% | +216.7% |
| 3Y | -6.6% | +26.8% | -33.4% | -44.5% |
| All | -6.6% | +26.5% | -33.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling