+7.3%
FSLY vs XYL
-0.6%
+7.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +11.8% | -6.0% | +17.8% | +14.9% |
| 30D | -36.5% | -8.3% | -28.2% | -35.4% |
| 3M | -39.7% | -22.6% | -17.2% | -31.2% |
| 6M | -9.7% | -15.0% | +5.4% | -3.4% |
| YTD | +68.9% | -30.2% | +99.0% | +102.6% |
| 1Y | +44.5% | -36.4% | +80.8% | +87.0% |
| All | +7.3% | -0.6% | +7.9% | +3.6% |
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