+125.5%
XLB vs FSLY
-19.7%
+145.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -0.1% |
| 7D | -1.6% | -17.9% | +16.3% | -0.6% |
| 30D | +7.2% | -34.7% | +41.9% | +9.6% |
| 3M | 0.0% | -40.0% | +40.1% | +2.3% |
| 6M | +2.3% | -11.8% | +14.2% | +1.4% |
| YTD | +18.4% | +69.5% | -51.1% | +8.4% |
| 1Y | +23.3% | +44.0% | -20.6% | +14.2% |
| 3Y | +45.2% | +5.2% | +39.9% | +31.2% |
| 5Y | +31.0% | -65.6% | +96.5% | +20.8% |
| All | +125.5% | -19.7% | +145.3% | +64.9% |
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