+164.3%
FSLY vs XME
+5.2%
+159.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -22.2% | -5.5% | -16.7% | -20.2% |
| 30D | -19.1% | -11.1% | -8.0% | -15.0% |
| 3M | -15.7% | -11.1% | -4.6% | -10.7% |
| 6M | -23.5% | -18.0% | -5.5% | -15.2% |
| YTD | +106.6% | -7.4% | +114.0% | +98.3% |
| 1Y | +164.3% | +6.7% | +157.6% | +128.1% |
| All | +164.3% | +5.2% | +159.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling