+193.5%
FSLY vs XME
+34.9%
+158.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | +12.5% | -4.2% | +16.7% | +14.4% |
| 30D | -18.8% | -2.7% | -16.1% | -17.7% |
| 3M | +22.7% | -3.9% | +26.6% | +24.8% |
| 6M | -3.7% | -1.0% | -2.7% | -1.8% |
| YTD | +127.5% | +9.8% | +117.7% | +106.0% |
| 1Y | +193.5% | +32.5% | +161.0% | +79.2% |
| All | +193.5% | +34.9% | +158.7% | +79.2% |
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