-2.8%
FXI vs FSLY
-22.7%
+19.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -4.2% | +4.9% | -9.1% | -4.6% |
| 30D | -1.1% | -33.5% | +32.4% | +1.7% |
| 3M | -4.0% | -44.6% | +40.7% | -0.3% |
| 6M | -11.8% | -9.2% | -2.6% | -13.2% |
| YTD | -11.9% | +63.3% | -75.2% | -22.6% |
| 1Y | -16.1% | +45.3% | -61.4% | -25.4% |
| 3Y | +38.8% | +3.7% | +35.0% | +19.7% |
| 5Y | -9.1% | -67.2% | +58.1% | -18.4% |
| All | -2.8% | -22.7% | +19.8% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling