+41.6%
XLC vs FSLY
-68.1%
+109.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +6.2% | -22.9% | +29.2% | +8.2% |
| 30D | -2.4% | -44.6% | +42.2% | +1.9% |
| 3M | -3.3% | -41.5% | +38.2% | -0.2% |
| 6M | -7.3% | -20.8% | +13.5% | -7.6% |
| YTD | -7.6% | +59.5% | -67.2% | -19.0% |
| 1Y | -3.7% | +36.1% | -39.8% | -14.0% |
| 3Y | +62.9% | -1.0% | +63.9% | +40.5% |
| 5Y | +41.6% | -66.9% | +108.6% | +28.5% |
| All | +41.6% | -68.1% | +109.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling