-14.2%
FSLY vs XHB
+173.7%
-187.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.3% |
| 7D | -10.6% | -1.3% | -9.3% | -9.6% |
| 30D | -20.9% | -6.9% | -14.0% | -16.2% |
| 3M | +3.4% | -1.3% | +4.7% | +2.9% |
| 6M | +2.7% | -6.8% | +9.5% | +7.9% |
| YTD | +102.3% | +0.7% | +101.5% | +94.4% |
| 1Y | +182.1% | -11.2% | +193.3% | +203.0% |
| 3Y | -14.6% | +25.3% | -39.9% | -33.6% |
| 5Y | -55.9% | +37.3% | -93.2% | -68.2% |
| All | -14.2% | +173.7% | -187.8% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling