+117.6%
XLB vs FSLY
+5.6%
+112.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.7% | -1.4% |
| 7D | -2.9% | +11.2% | -14.1% | -3.6% |
| 30D | -3.4% | -18.2% | +14.8% | -2.3% |
| 3M | +1.6% | +21.9% | -20.3% | -0.3% |
| 6M | +3.6% | +4.0% | -0.4% | +0.9% |
| YTD | +14.2% | +123.1% | -108.8% | +3.7% |
| 1Y | +15.6% | +196.9% | -181.3% | +1.6% |
| 3Y | +33.1% | -1.3% | +34.4% | +22.3% |
| 5Y | +35.0% | -50.2% | +85.3% | +22.5% |
| All | +117.6% | +5.6% | +112.0% | +57.7% |
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