+0.1%
FXI vs FSLY
+7.7%
-7.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -3.9% | +12.5% | -16.4% | -4.9% |
| 30D | -2.1% | -18.8% | +16.7% | -0.6% |
| 3M | -0.5% | +22.7% | -23.1% | -3.2% |
| 6M | -4.5% | -3.7% | -0.8% | -7.5% |
| YTD | -9.2% | +127.5% | -136.8% | -21.6% |
| 1Y | -13.8% | +193.5% | -207.3% | -28.5% |
| 3Y | +36.6% | -1.3% | +37.9% | +21.2% |
| 5Y | -6.7% | -47.3% | +40.7% | -18.9% |
| All | +0.1% | +7.7% | -7.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling