-48.4%
FSLY vs XYL
-14.9%
-33.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.6% |
| 7D | +11.2% | +0.8% | +10.3% | +10.4% |
| 30D | -18.2% | -10.8% | -7.3% | -9.4% |
| 3M | +21.9% | -2.5% | +24.4% | +23.6% |
| 6M | +4.0% | -12.2% | +16.2% | +16.0% |
| YTD | +123.1% | -20.1% | +143.2% | +165.7% |
| 1Y | +196.9% | -20.6% | +217.5% | +256.8% |
| 3Y | -1.3% | +17.3% | -18.6% | -24.1% |
| All | -48.4% | -14.9% | -33.4% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling