-3.5%
FSLY vs XME
+356.6%
-360.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +12.5% | -4.2% | +16.7% | +15.4% |
| 30D | -18.8% | -2.7% | -16.1% | -17.4% |
| 3M | +22.7% | -3.9% | +26.6% | +25.5% |
| 6M | -3.7% | -1.0% | -2.7% | -2.4% |
| YTD | +127.5% | +9.8% | +117.7% | +109.7% |
| 1Y | +193.5% | +32.5% | +161.0% | +137.7% |
| 3Y | -1.3% | +124.3% | -125.7% | -43.4% |
| 5Y | -47.3% | +165.8% | -213.1% | -71.7% |
| All | -3.5% | +356.6% | -360.1% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling