-48.4%
FSLY vs XPO
+261.5%
-309.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +7.2% |
| 7D | +11.2% | -0.9% | +12.1% | +11.3% |
| 30D | -18.2% | -8.1% | -10.1% | -14.4% |
| 3M | +21.9% | -19.0% | +40.9% | +35.1% |
| 6M | +4.0% | -5.2% | +9.2% | +7.1% |
| YTD | +123.1% | +35.6% | +87.5% | +83.7% |
| 1Y | +196.9% | +41.1% | +155.8% | +135.1% |
| 3Y | -1.3% | +157.9% | -159.2% | -51.5% |
| All | -48.4% | +261.5% | -309.9% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling