+19.9%
XBI vs FSLY
-47.3%
+67.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -4.6% | +12.5% | -17.1% | -6.2% |
| 30D | -2.0% | -18.8% | +16.8% | +0.2% |
| 3M | +17.8% | +22.7% | -4.9% | +13.0% |
| 6M | +23.7% | -3.7% | +27.4% | +17.9% |
| YTD | +28.2% | +127.5% | -99.3% | +2.8% |
| 1Y | +64.0% | +193.5% | -129.6% | +22.8% |
| 3Y | +99.4% | -1.3% | +100.7% | +69.7% |
| All | +19.9% | -47.3% | +67.3% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling