+37.8%
XLC vs FSLY
-54.2%
+92.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.8% |
| 7D | +0.6% | +3.5% | -2.9% | +0.3% |
| 30D | +0.2% | -6.4% | +6.6% | +0.3% |
| 3M | +0.6% | +10.9% | -10.2% | -1.1% |
| 6M | -4.5% | +6.7% | -11.2% | -8.7% |
| YTD | -4.7% | +111.1% | -115.8% | -17.4% |
| 1Y | -1.7% | +185.8% | -187.4% | -19.4% |
| 3Y | +72.3% | -6.6% | +78.8% | +55.1% |
| 5Y | +37.8% | -52.4% | +90.1% | +18.5% |
| All | +37.8% | -54.2% | +92.0% | +18.5% |
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