+136.3%
XLC vs FSLY
-20.0%
+156.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.1% | +11.8% | -8.7% | +2.1% |
| 30D | -4.2% | -36.5% | +32.3% | -1.1% |
| 3M | -2.1% | -39.7% | +37.6% | +0.8% |
| 6M | -6.6% | -9.7% | +3.1% | -7.9% |
| YTD | -7.8% | +68.9% | -76.7% | -18.7% |
| 1Y | -4.1% | +44.5% | -48.5% | -14.2% |
| 3Y | +62.6% | +4.8% | +57.8% | +41.4% |
| 5Y | +39.6% | -66.0% | +105.7% | +25.2% |
| All | +136.3% | -20.0% | +156.4% | +66.5% |
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