-66.5%
FSLY vs XHB
+28.9%
-95.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -4.0% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | -33.5% | +9.9% | -43.5% | -40.1% |
| 3M | -44.6% | -6.3% | -38.3% | -41.7% |
| 6M | -9.2% | +3.8% | -13.1% | -16.3% |
| YTD | +63.3% | +0.1% | +63.1% | +51.7% |
| 1Y | +45.3% | -0.8% | +46.1% | +36.0% |
| 3Y | +3.7% | +35.6% | -31.9% | -42.5% |
| All | -66.5% | +28.9% | -95.4% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling