-50.2%
FSLY vs XME
+183.2%
-233.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.1% |
| 7D | +11.2% | -0.2% | +11.4% | +11.3% |
| 30D | -18.2% | +1.4% | -19.6% | -18.9% |
| 3M | +21.9% | +2.7% | +19.2% | +19.1% |
| 6M | +4.0% | +6.5% | -2.5% | +0.2% |
| YTD | +123.1% | +15.2% | +107.9% | +93.0% |
| 1Y | +196.9% | +43.5% | +153.4% | +110.5% |
| 3Y | -1.3% | +135.9% | -137.1% | -55.4% |
| 5Y | -50.2% | +181.5% | -231.7% | -80.2% |
| All | -50.2% | +183.2% | -233.5% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling