+94.7%
XBI vs FSLY
+5.6%
+89.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.4% |
| 7D | -3.6% | +11.2% | -14.8% | -5.1% |
| 30D | +0.9% | -18.2% | +19.0% | +3.1% |
| 3M | +21.4% | +21.9% | -0.5% | +16.4% |
| 6M | +25.5% | +4.0% | +21.5% | +18.1% |
| YTD | +30.8% | +123.1% | -92.2% | +5.2% |
| 1Y | +68.6% | +196.9% | -128.3% | +26.6% |
| 3Y | +103.9% | -1.3% | +105.2% | +70.7% |
| 5Y | +20.8% | -50.2% | +71.0% | +1.4% |
| All | +94.7% | +5.6% | +89.1% | +31.0% |
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