-14.2%
FSLY vs XYL
+52.9%
-67.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.2% |
| 7D | -10.6% | -5.0% | -5.6% | -7.4% |
| 30D | -20.9% | -13.2% | -7.7% | -12.9% |
| 3M | +3.4% | -3.7% | +7.1% | +5.5% |
| 6M | +2.7% | -17.7% | +20.4% | +16.6% |
| YTD | +102.3% | -21.5% | +123.8% | +134.1% |
| 1Y | +182.1% | -24.5% | +206.5% | +235.7% |
| 3Y | -14.6% | +6.9% | -21.5% | -20.5% |
| 5Y | -55.9% | -18.1% | -37.8% | -54.9% |
| All | -14.2% | +52.9% | -67.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling