-14.2%
FSLY vs XPO
+839.0%
-853.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -4.4% |
| 7D | -10.6% | +2.4% | -13.0% | -11.5% |
| 30D | -20.9% | -3.5% | -17.4% | -19.5% |
| 3M | +3.4% | -11.9% | +15.3% | +8.9% |
| 6M | +2.7% | -10.0% | +12.7% | +7.4% |
| YTD | +102.3% | +42.1% | +60.2% | +71.0% |
| 1Y | +182.1% | +47.6% | +134.5% | +131.9% |
| 3Y | -14.6% | +153.6% | -168.1% | -47.4% |
| 5Y | -55.9% | +266.5% | -322.4% | -78.7% |
| All | -14.2% | +839.0% | -853.2% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling