+122.7%
XLB vs FSLY
-20.0%
+142.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | 0.0% | +11.8% | -11.7% | -0.7% |
| 30D | +5.3% | -36.5% | +41.8% | +7.8% |
| 3M | 0.0% | -39.7% | +39.7% | +2.2% |
| 6M | +1.2% | -9.7% | +10.9% | +0.2% |
| YTD | +16.9% | +68.9% | -52.0% | +7.0% |
| 1Y | +20.9% | +44.5% | -23.6% | +11.9% |
| 3Y | +43.3% | +4.8% | +38.5% | +29.6% |
| 5Y | +28.3% | -66.0% | +94.3% | +18.4% |
| All | +122.7% | -20.0% | +142.7% | +62.8% |
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