-3.2%
FSLY vs XYL
+16.4%
-19.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.4% |
| 7D | +11.2% | +0.8% | +10.3% | +10.5% |
| 30D | -18.2% | -10.8% | -7.3% | -11.3% |
| 3M | +21.9% | -2.5% | +24.4% | +23.4% |
| 6M | +4.0% | -12.2% | +16.2% | +13.5% |
| YTD | +123.1% | -20.1% | +143.2% | +156.3% |
| 1Y | +196.9% | -20.6% | +217.5% | +243.8% |
| All | -3.2% | +16.4% | -19.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling