-28.3%
FSLY vs XPO
+817.1%
-845.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.8% | +6.9% | +4.9% | +8.6% |
| 30D | -36.5% | +4.1% | -40.7% | -37.4% |
| 3M | -39.7% | -9.7% | -30.0% | -36.8% |
| 6M | -9.7% | -3.8% | -5.9% | -8.0% |
| YTD | +68.9% | +38.8% | +30.1% | +44.6% |
| 1Y | +44.5% | +34.2% | +10.2% | +25.0% |
| 3Y | +4.8% | +126.9% | -122.1% | -31.8% |
| 5Y | -66.0% | +297.5% | -363.5% | -83.8% |
| All | -28.3% | +817.1% | -845.4% | -75.0% |
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