-14.2%
FSLY vs XME
+376.7%
-390.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -20.9% | +6.0% | -26.9% | -23.4% |
| 3M | +3.4% | -7.7% | +11.1% | +8.6% |
| 6M | +2.7% | +1.0% | +1.8% | +2.9% |
| YTD | +102.3% | +14.6% | +87.6% | +81.7% |
| 1Y | +182.1% | +46.0% | +136.1% | +115.0% |
| 3Y | -14.6% | +127.0% | -141.6% | -51.3% |
| 5Y | -55.9% | +175.8% | -231.7% | -76.9% |
| All | -14.2% | +376.7% | -390.9% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling