-2.8%
XLC vs FSLY
+205.2%
-208.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.6% |
| 7D | -1.4% | +11.2% | -12.6% | -1.4% |
| 30D | -0.9% | -18.2% | +17.3% | -0.9% |
| 3M | -0.3% | +21.9% | -22.2% | -0.3% |
| 6M | -5.2% | +4.0% | -9.2% | -5.0% |
| YTD | -5.3% | +123.1% | -128.4% | -4.2% |
| 1Y | -2.8% | +196.9% | -199.7% | -2.9% |
| All | -2.8% | +205.2% | -208.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling