+144.2%
XLC vs FSLY
+5.6%
+138.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | +7.5% | -9.2% | -2.3% |
| 30D | +0.2% | -21.1% | +21.3% | +2.0% |
| 3M | +0.7% | +21.8% | -21.1% | -1.8% |
| 6M | -4.5% | -0.1% | -4.3% | -7.7% |
| YTD | -4.7% | +123.1% | -127.8% | -17.0% |
| 1Y | -1.5% | +208.6% | -210.1% | -18.4% |
| 3Y | +72.2% | -1.3% | +73.5% | +53.7% |
| 5Y | +39.3% | -48.4% | +87.7% | +21.6% |
| All | +144.2% | +5.6% | +138.5% | +70.0% |
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 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