-5.3%
FSLY vs XPO
+786.7%
-792.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +7.5% | -1.3% | +8.9% | +7.9% |
| 30D | -21.1% | -10.4% | -10.7% | -17.3% |
| 3M | +21.8% | -15.7% | +37.5% | +30.4% |
| 6M | -0.1% | -6.3% | +6.2% | +2.9% |
| YTD | +123.1% | +34.2% | +88.9% | +92.8% |
| 1Y | +208.6% | +39.9% | +168.6% | +158.9% |
| 3Y | -1.3% | +155.2% | -156.5% | -39.5% |
| 5Y | -48.4% | +264.7% | -313.0% | -74.8% |
| All | -5.3% | +786.7% | -792.0% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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